Search found 3 matches
- Fri Sep 20, 2013 10:43 am
- Forum: Looking for Code?
- Topic: STAR-GARCH MODEL
- Replies: 4
- Views: 6831
Re: STAR-GARCH MODEL
Just a quick question. Is there any similar code for ST-GARCH model?
- Fri Sep 20, 2013 10:40 am
- Forum: Looking for Code?
- Topic: STAR-GARCH MODEL
- Replies: 4
- Views: 6831
Re: STAR-GARCH MODEL
Dear Tom,
Thank you for the direct response. I will check it.
Regards,
Panagiotis
Thank you for the direct response. I will check it.
Regards,
Panagiotis
- Fri Sep 20, 2013 10:25 am
- Forum: Looking for Code?
- Topic: STAR-GARCH MODEL
- Replies: 4
- Views: 6831
STAR-GARCH MODEL
I would like to apply STAR-GARCH model. Is that possible in RATS? And if yes which is the procedure I should follow?