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- Wed Oct 01, 2014 1:09 pm
- Forum: Programming
- Topic: VAR-GARCH
- Replies: 10
- Views: 15822
VAR-GARCH
Hi everybody, I'm currently working on my thesis and I should estimate the temporal volatility transmission across the crude oil market and different stock market sectors . I have the time series for oil and stock market indices logged from 1995 to 2013. I have EVIEWS 8. I would like to ask if there...