Search found 4 matches
- Thu Sep 04, 2014 6:01 am
- Forum: Econometric Discussions
- Topic: How to Interpret the Results of VECM-EGARCH model
- Replies: 0
- Views: 3222
How to Interpret the Results of VECM-EGARCH model
Hi I am intended to check the lead-lag relationship and price discovery in Indian stock and futures market using intraday data. In literature I found that ECM- EGARCH Model best suits for this purpose. I have run the model and now struck in the analysis. Can any one help me out to analyse the EGARCH...
- Wed Jun 18, 2014 10:18 pm
- Forum: Econometric Discussions
- Topic: VECM Help
- Replies: 1
- Views: 4612
Re: VECM Help
Pls see the videos of Prof Sayed Hossian of Bangladesh on YouTube. https://www.youtube.com/channel/UC9NRxX ... 9lnKxL7VsA
- Wed Jun 18, 2014 4:15 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration in Eviews
- Replies: 14
- Views: 51888
Re: Johansen Cointegration in Eviews
Hi
I have uploaded a word file which may help you guys. Please let me know whether it helps you.
Vasanth Naik
I have uploaded a word file which may help you guys. Please let me know whether it helps you.
Vasanth Naik
- Sat Jun 07, 2014 9:47 am
- Forum: Data Manipulation
- Topic: Imporing intraday data from Excel
- Replies: 16
- Views: 21866
Re: Imporing intraday data from Excel
HI
I found a solution to the problem which works perfectly to Intraday data observed at one minute interval (minute to minute). Pls see the attachment and let me know whether it works in your case.
Thank You
Vasanth
I found a solution to the problem which works perfectly to Intraday data observed at one minute interval (minute to minute). Pls see the attachment and let me know whether it works in your case.
Thank You
Vasanth