Search found 2 matches
- Sun Nov 17, 2019 5:50 am
- Forum: ARCH and GARCH Models
- Topic: please i need your help
- Replies: 1
- Views: 5394
please i need your help
Hi, i just starting with programming and i need your help i want to add arfima to this program * Replication file for Bollerslev and Mikkelson(1996), "Modeling and * pricing long memory in stock market volatility", Journal of * Econometrics, vol 73, pp 151-184. * * Data set is a reconstruc...
- Thu Apr 04, 2019 1:58 am
- Forum: Looking for Code?
- Topic: arfima-figarch
- Replies: 1
- Views: 6379
arfima-figarch
hi, everyone, I am looking code for Arfima-figarch model....can anyone help me...