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STAR-GARCH MODEL
Posted: Fri Sep 20, 2013 10:25 am
by Panagiotis
I would like to apply STAR-GARCH model. Is that possible in RATS? And if yes which is the procedure I should follow?
Re: STAR-GARCH MODEL
Posted: Fri Sep 20, 2013 10:38 am
by TomDoan
TSAYP185.RPF is an example of a STAR-ARCH. A STAR-GARCH would be similar.
Re: STAR-GARCH MODEL
Posted: Fri Sep 20, 2013 10:40 am
by Panagiotis
Dear Tom,
Thank you for the direct response. I will check it.
Regards,
Panagiotis
Re: STAR-GARCH MODEL
Posted: Fri Sep 20, 2013 10:43 am
by Panagiotis
Just a quick question. Is there any similar code for ST-GARCH model?
Re: STAR-GARCH MODEL
Posted: Fri Sep 20, 2013 12:37 pm
by TomDoan
No. I don't think I've ever seen a convincing (real-world) example of its use.
Re: STAR-GARCH MODEL
Posted: Tue Mar 03, 2026 11:20 am
by Brc
Hello Dear Tom,
I'm seaching for TSAYP185.RPF file to apply STAR-GARCH model; however, I could not find the file. Can you please guide me to find it. Thank you very much.
Best regards.
Re: STAR-GARCH MODEL
Posted: Wed Mar 04, 2026 9:24 am
by TomDoan
It's now tsay3p185.rpf. (We changed the naming system to include the edition in the textbook examples).