Beta-t-EGARCH
Posted: Wed Mar 15, 2017 8:27 am
Dear All,
I was wondering if you are aware of an EViews program or add-in that can estimate the Beta-t-EGARCH that is available here:
http://www.econ.cam.ac.uk/DCS/programs.html
regards
Theo
I was wondering if you are aware of an EViews program or add-in that can estimate the Beta-t-EGARCH that is available here:
http://www.econ.cam.ac.uk/DCS/programs.html
regards
Theo