Hi everyone, i have a terribly stupid question, but i hope someone could reply me! when i'm fitting a garch model and i want to insert in the variance model some external regressors as temporal dummy or lags of other variables and so on, which timeline should follow the time series that i select? in other words, if the dependent variable is at time t, the external regressors in the ugarchspec formula should be at time t or t-1? thanks a lot sara
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