Name: I wish I knew 2011-02-01 18:03
Would any of you have any suggestions on what to use in order to estimate a multiplicative error model?
I'd like to model some volatilities and according to a few papers this is superior compared to a few other models but I'd like to do some research of my own.
I'd like to model some volatilities and according to a few papers this is superior compared to a few other models but I'd like to do some research of my own.