simple asymmetric garch (A-GARCH)
Posted: Sun Dec 15, 2013 10:39 am
hi everybody
how to estimate simple asymmetric garch in eviews, and how to make speciffy lag of grach model for example: h=a0+a1*e(t-2)+b1*h(t-1)+b2*h(t-3)?
how to make signcoef for vraiance equation; it's just for mean equation?
how to estimate simple asymmetric garch in eviews, and how to make speciffy lag of grach model for example: h=a0+a1*e(t-2)+b1*h(t-1)+b2*h(t-3)?
how to make signcoef for vraiance equation; it's just for mean equation?