Hello , i want to try univariate GARCH modeling , but i didn't succeed , can someone propose to me any other univariate GARCH models ?
Hello , i'm a phd student , i work on volatility modeling ,i tried GARCH, EGARCH , IGARCH, TGARCH and CGARCH to model my time series , but after applying ARCH-LM test, i still find the presence of...
17 June 2019
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