Pedro Afonso Leitão Ventura de Sousa Rodrigues

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Questions related from Pedro Afonso Leitão Ventura de Sousa Rodrigues

Proper specification of GARCH model in Eviews?

Dear all, I would like to know how can we decide on the proper specification of our GARCH model in Eviews. Mainly, I would like to know: 1) Witch values of 'p' and 'q' should we use in our...

05 May 2019 6,684 8 View