How to run GARCH in Mean model with dummy variable in conditional variance equation?

1 vue (au cours des 30 derniers jours)

NS le 9 Mai 2019

Commenté : NS le 10 Mai 2019

I need to run GARCH in Mean model to test the impact of a dummy variable on the conditional volatility . How to run it?

NS le 9 Mai 2019

Any help on this ? I don't have Econometrics tool box App.

NS le 10 Mai 2019

Can someone help?

En savoir plus sur Conditional Variance Models dans Help Center et File Exchange

R2016a

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