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- Fri Feb 16, 2018 11:44 am
- Forum: Econometric Discussions
- Topic: GARCH modelling for my equation below, any help please?
- Replies: 0
- Views: 1831
GARCH modelling for my equation below, any help please?
I am trying to compose the following equation into e views: returns on gold t = a + b returns (stock) t + b0 returns (stock) t(q) + c0 returns (bond) t + c1 returns bond t(q) + e (1) The t and t(q) are subscript. I understand that I need to translate my stock and bond variables into stationary terms...