GARCHUV.RPF is an example of the use of the GARCH instruction to estimate various forms of univariate GARCH models, including diagnostics.
Detailed description
GARCHUV.RPF—Basic univariate GARCH models
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TomDoan
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GARCHUV.RPF—Basic univariate GARCH models
Last bumped by TomDoan on Fri Aug 02, 2024 11:45 am.