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Junjun


Shanghai Jiao Tong University

2012년부터 활동

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GARCH(1,1) with dummies
I think its not possible. You need to program the code yourself.

거의 12년 전 | 0

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GARCH-BEKK
Why does this coefficient ought to be significant?

거의 12년 전 | 0

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Maximum likeligood estimatin of GARCH(1,1) model
Hello, I have a problem in estimating GARCH(1,1) with maximum likelihood method. I hope anyone can help and give me an advice...

대략 12년 전 | 답변 수: 0 | 0

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