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- Fri May 22, 2015 3:20 pm
- Forum: Programming
- Topic: Testing over/underreaction to negative/positive shocks
- Replies: 0
- Views: 1268
Testing over/underreaction to negative/positive shocks
Hello, Distinct members , I'am really new to eviews, and I would like to ask if is someone is kind enough to help me. Ho knows how I might run these condition in eviews: Ri,t+ >AVG(Ri(-60,-11)+2*STDV(Ri(-60,-11) Where : Ri is return of a index in day t+ AVG(Ri(-60,-11) is the average daily return, f...