Search found 36 matches

by PERRYGOGAS
Fri Dec 26, 2008 11:59 am
Forum: Estimation
Topic: GARCH Hedge Ratio Using BEKK
Replies: 5
Views: 5673

Re: GARCH Hedge Ratio Using BEKK

PERRYGOGAS wrote:Excellent tip! thank you! and it is actually much easier in practise than it sounds!


On a second thought this will create the generated regressors problem!!!
by PERRYGOGAS
Thu Dec 25, 2008 6:55 pm
Forum: Programming
Topic: Is possible to get the code from what EVIEWS does?
Replies: 1
Views: 1901

Is possible to get the code from what EVIEWS does?

Lets say I estimate a GARCH(p,q)-M model using EVIEWS's menus. Is it possible after the estimation to get from somewhere in EVIEWS the actual program that was run by it? I mean doing the same estimation with inputing a program instead of using menus. The reason is to be able to alter the program whe...
by PERRYGOGAS
Thu Dec 25, 2008 6:49 pm
Forum: Estimation
Topic: GARCH Hedge Ratio Using BEKK
Replies: 5
Views: 5673

Re: GARCH Hedge Ratio Using BEKK

Excellent tip! thank you! and it is actually much easier in practise than it sounds!
by PERRYGOGAS
Wed Dec 10, 2008 8:36 pm
Forum: Programming
Topic: Spectral Analysis and EVIEWS
Replies: 0
Views: 1986

Spectral Analysis and EVIEWS

Are there any programs to perform spectral analysis in EVIEWS?

Thanks you!
by PERRYGOGAS
Wed Dec 10, 2008 8:34 pm
Forum: Programming
Topic: Hurst and R/S - V/S Programs
Replies: 2
Views: 3264

Re: Hurst and R/S - V/S Programs

Any ideas here..?
by PERRYGOGAS
Sat Nov 01, 2008 12:32 pm
Forum: Programming
Topic: Hurst and R/S - V/S Programs
Replies: 2
Views: 3264

Hurst and R/S - V/S Programs

Hello all, does anybody know how I can find any programs for EVIEWS to
calculate Hurst Exponents and do R/S and V/S analysis?

Thank you!
Perry

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