Maximum Likelihood Estimation
Posted: Sat Aug 18, 2012 5:21 pm
Hi all,
Please tell me how do I use Maximum Likelihood estimation. I want to use student-t MLE to find parameters for EGARCH Model. My data is a daily data for stock returns. I use Eviews 7.
Please tell me how do I use Maximum Likelihood estimation. I want to use student-t MLE to find parameters for EGARCH Model. My data is a daily data for stock returns. I use Eviews 7.