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EGARCH

Posted: Mon May 25, 2009 1:25 pm
by h-godarzi
HI ALL
How can i plot the news impact curve in eviews simultanously for garch,egarch and tgarch.
rgards
hojat

Re: EGARCH

Posted: Tue May 26, 2009 11:55 am
by trubador
Please have a look at the "Program Repository" forum for an example code. You should modify the code before using it. Just try it and let me know, if you detect any anomalies.