tarch
Posted: Tue Apr 21, 2009 1:01 am
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
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