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- Fri Nov 14, 2014 3:27 pm
- Forum: Econometric Discussions
- Topic: GARCH Models
- Replies: 0
- Views: 1631
GARCH Models
Hi, I am using eviews8. I am given a task, which says: carry on with the model in equation (1)for the conditional mean return, model the dynamics of the returns' conditional variance. Equation 1 is Excess return of stock A=alpha+beta*excess return on the S&P500, which is basically a CAPM model. ...