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- Sat Jun 08, 2019 8:30 am
- Forum: Econometric Discussions
- Topic: Garch and calendar anomalies
- Replies: 1
- Views: 3394
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...