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how to estimate adding-regression GARCH Model

2 messages · ma yuchao, Diethelm Wuertz

1 day later
#
The supported models are restircted to those listed in the help page.
For the family of GARCH models these are in its moste general form

    ARMA(m,n)-APARCH(p,q).

I have not considered to add regression.

Diethelm Wuertz
ma yuchao wrote: