ISmGARCH.AssymetryOrder

Fore Syntax

AssymetryOrder: Integer;

Fore.NET Syntax

AssymetryOrder: integer;

Description

The AssymetryOrder property determines asymmetry order.

Comments

If order is 0, GARCH model is calculated. If order is greater than 0, EGARCH and GJR-GARCH models are calculated depending on the selected type.

Fore and Fore.NET Examples

The property use is given in the example for ISmGARCH.ARMA.

See also:

ISmGARCH