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- Sun Feb 14, 2016 12:17 am
- Forum: Estimation
- Topic: ARCH/GARCH error
- Replies: 1
- Views: 2067
ARCH/GARCH error
I'm new to Eviews and I would really appreciate any advice you guys could give me. I am collecting daily data on stock prices, bond yields and exchange rates and I want to use the GARCH for volatility. My sample is irregular because of breaks, holidays etc. I read in a different topic to regulate it...