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- Fri Jun 06, 2014 9:40 am
- Forum: Estimation
- Topic: Measuring Tail Risk -Help
- Replies: 1
- Views: 2686
Measuring Tail Risk -Help
Hello! I'm new here and I got lots of questions about how to use Eview7. I'm working on my bachelor thesis researching Tail Risk. The point is that I have the returns and I need to use a VAR model to remove the conditional mean of the returns to have the returns without past information: rt=mt+zt; w...