Imposing long term volatility

18 Jul. 2011
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I Try to find a way for imposing a value for long term volatility in Garch. I try to replicate Carol Alexander Exemple in Practical Financial Econonetrics book
Thanks in advance Best regards Anny-Claude

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Anny-Claude Duval
Anny-Claude Duval
am 18 Jul. 2011

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