Could anyone please help me?
Thank you so much...
Search found 2 matches
- Wed Sep 30, 2015 10:14 am
- Forum: Programming
- Topic: GARCH-M Simulation in Eviews
- Replies: 1
- Views: 1978
- Sun Sep 27, 2015 3:18 am
- Forum: Programming
- Topic: GARCH-M Simulation in Eviews
- Replies: 1
- Views: 1978
GARCH-M Simulation in Eviews
Hello guys, Please allow me to ask one question. My teacher asks us to simulate GARCH-M and I wonder whether this is possible to be implemented in EViews. It is based on this paper in JFE (http://public.kenan-flagler.unc.edu/faculty/lundblac/RiskRet.pdf). Specifically, I need to obtain the condition...