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How do I ran a GARCH model with Dummy Variables.?
kindly assist
10 years ago | 0
| accepted
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How do I ran a GARCH model with Dummy Variables.?
arch Rt (dummy_day1 dummy_day2 dummy_day3 dummy_day4 dummy_day5), noconstant arch(1/1) garch(1/1) i am doing a study on the d...
10 years ago | 2 answers | 0
