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Exogenous regressors for viola model #164

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metiltyou opened this issue Mar 25, 2021 · 0 comments
Open

Exogenous regressors for viola model #164

metiltyou opened this issue Mar 25, 2021 · 0 comments

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@metiltyou
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Hi, I was wondering if it is possible to include exogenous regressors in (E)GARCH vola models. Since I've seen that it is possible for in mean models (for example the beta t EGARCH), it may also work with vola models?
Thank you!
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