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- Thu Dec 12, 2013 11:59 am
- Forum: ARCH and GARCH Models
- Topic: Testing Standardized residuals
- Replies: 3
- Views: 10884
Testing Standardized residuals
Hi, I am new to working with ARCH/GARCH and have recently purchased the course notes you are selling. After going over the univariate models, I have a couple of questions about testing the standardized residuals from a GARCH(1,1) and EGARCH(1,1). First, in the notes from the ARCH/Garch course, it se...