GARCH and AKAIKE Information Criteria

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azellou
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Joined: Tue Jun 22, 2010 1:32 pm

GARCH and AKAIKE Information Criteria

Postby azellou » Thu Mar 03, 2011 10:49 am

Hi,

I want to analyze the results of a GARCH Model and would like to know the formula used for the AIC in this case of a garch model. Does the AIC posted in the equation output correspond to the mean equation or the variance equation, or else?

Thank you

PS: I am using eviews 7.1
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