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by ronni777
Sat Jun 08, 2019 8:30 am
Forum: Econometric Discussions
Topic: Garch and calendar anomalies
Replies: 1
Views: 1597

Garch and calendar anomalies

Hi, everyone, as everybody starts their questions here: econometrics and Eviews are very new for me! I want to estimate calendar effects, in particular day of the week effect and month of the year effect on one particular stock's return using Garch (1,1) model with the help of Eviews. 1. I have esti...

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