I have read a research about Co-movement of stock market between East Asia economies and it mentioned Rolling window correlation (attached picture). However, I don't know to generate it in Eviews ? Please help me, I need this graph for my assignment.
Many thanks,
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- Sat Apr 16, 2016 9:23 am
- Forum: General Information and Tips and Tricks
- Topic: How to generate Rolling window Correlation ?
- Replies: 1
- Views: 5847