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2012 Jun 08
0
Problem with ARCH
...or some hints on how I can use the output of the garch model for my linear regression and the estimation of new alphas and beta (with consideration of ARCH effects). *Help is really appreciated!!!* Kind regards Andi -- View this message in context: http://r.789695.n4.nabble.com/Problem-with-ARCH-tp4632778.html Sent from the R help mailing list archive at Nabble.com.