R-SIG-Finance January 2025

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3 messages in 1 thread

rugarch package vs Eviews cannot get similar results from a model with GARCH errors.

3 msgs · Jan 24 – Jan 24

Manfred Alonso Esquivel Monge rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Jan 24, 2025 matheus barroso rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Jan 24, 2025 Alexios Ghalanos rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Jan 24, 2025