Wenjing Fan

Last seen: 1 month 前 | 自 2022 起处于活动状态

Followers: 0 Following: 0

统计学

Feeds

提问

How to add constraints to the constant in GARCH model?
Hi guys! I wish to create a GARCH(1,1) model with a constraint on the constant, take the constraint w = (1-alpha-belta) * 0.8 as...

3 years 前 | 1 个回答 | 0

1

个回答