How to choose between GARCH and EGARCH?
Posted: Sun Sep 18, 2016 4:13 am
Hello,
Could anyone show me the steps in Eviews 8 to acurately choose between a GARCH or EGARCH model?
Thank you very much.
Could anyone show me the steps in Eviews 8 to acurately choose between a GARCH or EGARCH model?
Thank you very much.