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tarch

Posted: Tue Apr 21, 2009 1:01 am
by h-godarzi
dear sir,or madam
if you know how to plot news impact curve for garch,egarch and tarch simultanously to compare the effects of news please send me the commands.also i want to know how to test the engle and ng methodology for testing sign and size bias test.your kind reply would be appreciated.
best regards
hojat

Re: tarch

Posted: Wed Apr 22, 2009 12:21 pm
by verckt
Try eviews 4 user's guide. As far as I know in subsequent versions of this user's guide it's cut out...