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!window = 500 !step = 1 !length = @obsrange equation eq1 !nrolls = @round((!length-!window)/!step) matrix(3,!nrolls) coefmat ' where 3 is the number of coefficients !j=0 for !i = 1 to !length-!window+1-!step step !step !j=!j+1 smpl @first+!i-1 @first+!i+!window-2 ' estimate equation - where the equ...

http://forums.eviews.com/viewtopic.php?f=15&t=878 First of all, thanks for the very quick response! I looked at the code, and I think that it is the one I'm searching for. However, I have no idea what I'm doing. I just have to do this code for 500 stocks each, and I don't really have to know th...

Hello everyone, I am in the middle of the process of writing a thesis about GARCH and its performance on risk management. However, I'm completely stuck! I search the whole internet for this problem, but I simply do not have the knowledge to understand the codes and transform them to my own needs... ...