egarch
Posted: Sat Nov 10, 2012 4:37 pm
hi
i have a question
i know that in garch model sum of coefficient should be <1 and possitive
. but in egarch models what is condition for coefficient ?
thanks
i have a question
i know that in garch model sum of coefficient should be <1 and possitive
. but in egarch models what is condition for coefficient ?
thanks