NIG- GARCH
Posted: 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!
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!