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- Wed Jul 02, 2014 10:29 am
- Forum: Programming
- Topic: Rolling GARCH with forecasting
- Replies: 26
- Views: 92642
Re: Rolling GARCH with forecasting
Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 3650 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...