Do I have any feedback in relation to the literature that I referred
about forecasting with models like EARCH, TARCH etc.
Sven Schreiber wrote on 2014-09-29 10:50 AM +0530:
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.
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