Hi,
I want to program an GARCH model for exchange rates. To do this, I calculated the residuals. Next, I did the following (in python)
def main():
vP0 = (0.1, 0.05, 0.92)
a = minimize(garch_loglike, vP0, eps, bounds = ((0.0001, None), (0.0001, None), (0.0001, None))...