NIG- GARCH

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Alexandra_M
Posts: 1
Joined: Sat Mar 09, 2013 6:05 am

NIG- GARCH

Postby Alexandra_M » Sat Mar 09, 2013 6:35 am

Hello,


I would like to know if I can estimate a NIG- GARCH model (Normal Inverse Gaussian Distribution)?
Or Swtching- GARCH or TGARCH or GARCH in mean?

I am more interesed in a NIG- GARCH model.

Thank you!
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