Newwww and fresh with Econometrics plzzzzz help!
Posted: Mon Jun 21, 2010 7:59 am
hello everyone .. i'm new with econometrics and i've made an estimation for time-varying beta using GARCH(1,1) and GJR-GARCH and the results was close . And that make me confused . how could i interpret that and could i say that there is no asymmetric volatility in the series to explain these results and say that symmetric GARCH model is sufficient to be deemed. plzzzzz help
and how could prove that there is no asymmetric volatility on my favorite prog EViews .
plzzzzzzz help and thanks in advance.
and how could prove that there is no asymmetric volatility on my favorite prog EViews .
plzzzzzzz help and thanks in advance.