I want to Derive Conditional Log Likelihood function of AR(1)-GARCH(1,1) .I have already referred to below links:
How to derive the conditional likelihood for a AR-GARCH model?
Maximum likelihood in the GJR-GARCH(1,1) model
The first link provide basic structure which seems correct?Could anyone advise on how to reach final answer using first link?I tried putting it together but unable to come up with any solution.Your input will be appreciated.
