GARCH variants (univariate)

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TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

GARCH variants (univariate)

Unread post by TomDoan »

This (based upon the garchuv example program) includes a large collection of variants of univariate GARCH models, such as AVGARCH and PGARCH (power garch).
garchuvexamples.RPF
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