Applied Time Series, Harris
Time Series Book
GARCH Models and Asymmetric GARCH models. VECM (Review) Cointegrating Eq: R1(-1)1.000000 R10(-1) -0.980444 (0.07657) [-12.8046] C 0.603495 Error Correction:D(R1)D(R10)
![GARCH Models and Asymmetric GARCH models. VECM (Review) Cointegrating Eq: R1(-1)1.000000 R10(-1) -0.980444 (0.07657) [-12.8046] C 0.603495 Error Correction:D(R1)D(R10)](https://static.fdocuments.in/doc/330x215/5515df91550346dd6f8b4c6f/garch-models-and-asymmetric-garch-models-vecm-review-cointegrating-eq-r1-11000000-r10-1-0980444-007657-128046-c-0603495-error-correctiondr1dr10.jpg)
