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Junjun


Shanghai Jiao Tong University

Active since 2012

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

11 years ago | 0

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

11 years ago | 0

Question


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...

12 years ago | 0 answers | 0

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