Part 2 of the basic steps on estimation procedures for Univariate Volatility Modelling using: ARCH(1)-ARCH(5), GARCH(1,1), EGARCH(1,1) and GJR-GARCH (or TGARCH) Models.
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EViews: (2 of 3) How to Estimate ARCH, GARCH, EGARCH & GJR-GARCH (or TGARCH) Models
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