GARCH models
Posted: Fri Nov 05, 2010 2:08 pm
If anyone has written code (EViews 7.1) to estimate Fractionally Integrated GARCH (FIGARCH) and/or Hyperbolic GARCH (HYGARCH) models, and would be willing
to share the code, I'd be most grateful. Thanks in advance.
to share the code, I'd be most grateful. Thanks in advance.