LEAST SQUARE ESTIMATORS AND GARCH MODELS
Posted: Wed Nov 16, 2016 1:08 pm
Dear All,
I am using least squares to estimate the parameters for GARCH models. My question is "after estimating the parameters, how does one use them to estimate the GARCH model equations"?
Thanks for the anticipated help.
Regards
Samuel Opare
I am using least squares to estimate the parameters for GARCH models. My question is "after estimating the parameters, how does one use them to estimate the GARCH model equations"?
Thanks for the anticipated help.
Regards
Samuel Opare