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- Wed Feb 17, 2016 6:46 am
- Forum: Estimation
- Topic: GARCH modelling
- Replies: 0
- Views: 1897
GARCH modelling
Hi all, I am currently doing my undergraduate dissertation and I need to use Eviews to carry out my methodology. I want to use GARCH to forecast the Value at Risk of the S&P500 index (using log returns of the closing prices) between January 2005 and January 2015 and back-test it. I want to model...