Am 28.09.2014 um 10:26 schrieb Karthik Raju: > I am a beginner in time series analysis. So, please can you guide me how > to formulate the code for unique models like EGARCH, TARCH etc. >
Please show us some example from the literature where this is done, in order to address the conceptual difficulties that Jack mentioned. Only afterwards could we possibly move to the stage of formulating code. thanks, sven
