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Yannick Goetschel <firstname.lastname@example.org>
Sun, 22 May 2011 21:54:03 +0100
I am currently investigating the link between a particular stock y and the market index, S&P 500.
I am trying to apply the ARCH model but I end up with the following message. "flat log likelihood encountered, cannot find uphill direction". I really dont know what to do. Any advice would be
what ive done:
reg dly dlsap
estat archlm, lags(1)
arch dly dlsap, arch(1) garch(1)
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