Hello!
I'm an undergraduate and I'm doing my first work on Econometrics.
I have a Return time series and I'm trying to create a volatility time series from it, using IGARCH model.
How can I do that in EVIEWS?
Thanks for your time!
Search found 1 match
- Fri Oct 23, 2015 6:43 am
- Forum: Estimation
- Topic: Create a volatility time series from a Return time series
- Replies: 1
- Views: 2426