EViews.com

Conceptually I understand about the need for a continuous sample. My question probably reflects my far from expert level of knowledge of EViews at this stage. Since in daily financial data there are going to be quite a number of non-trading days or holidays, is there a more elegant solution for deal...

I've wondered why GARCH estimation in EViews does not automatically ignore missing values the way most other procedures do? Eg, if I set a smpl statement to ignore NA values why can't the GARCH routine then treat the filtered series as a continuous one?

Thanks.