Parameter Constraints & Significance

R-bloggers 2024-04-16

Summary:

Setting the values of one or more parameters for a GARCH model or applying constraints to the range of permissible values can be useful.

Continue reading: Parameter Constraints & Significance

Link:

https://www.r-bloggers.com/2024/04/parameter-constraints-significance/

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Authors:

R - datawookie

Date tagged:

04/16/2024, 11:40

Date published:

04/15/2024, 20:00