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- Thu Sep 10, 2009 7:39 am
- Forum: Econometric Discussions
- Topic: GARCH Model on EURUSD
- Replies: 0
- Views: 3067
GARCH Model on EURUSD
I want to test macroeconomics news impacts on EURUSD return and volatility. i want to show an impact of : - day with annoucement vs days without - good news vs bad news - to compute the News impact Curve... In order to achieve it i don't know woth data sample i need to consider (see enclosed file .x...