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by sr64420
Sat Apr 12, 2014 3:52 am
Forum: Examples and Sample Code
Topic: Dueker JBES 1997 MS-GARCH models
Replies: 19
Views: 31207

Re: Dueker JBES 1997 MS-GARCH models

Dear Tom,
I have another questions on these programs. Is it possible to retrieve the GARCH series in the different programs swgarch-df, swgarch-k etc. ?

Thank you
Serge