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HARCH modelling

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Tomfr
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Posts: 1
Joined: January 25th, 2003, 5:18 pm

HARCH modelling

October 14th, 2004, 6:22 pm

Hi,Is anyone here familiar with the HARCH model? I am looking for relative pros and cons towards other long memory ARCH models, as well as suggestions regarding practical (computational) implementation.ThanksTom
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Benchy
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Joined: April 2nd, 2004, 6:51 am

HARCH modelling

October 6th, 2005, 2:01 pm

NOeh eh eh lol
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