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2005 Jul 01
0
how to code garch-t(1,1),egarch(1,1) and gjr(1,1)
hi,
I try to code garch-t(1,1),egach(1,1) and gjr(1,1) to estimate my data.
How I can code these model with my data (e.g. garch code is
y<-garch(x,order=c(1,1))
best regards,
luck