Search found 2 matches
- Tue Jul 18, 2017 5:05 am
- Forum: Econometric Discussions
- Topic: How to use maximum likelihood to estimate parameters in an equation, not a regression
- Replies: 2
- Views: 3012
Re: How to use maximum likelihood to estimate parameters in an equation, not a regression
sorry, the image is in wrong order
- Tue Jul 18, 2017 5:01 am
- Forum: Econometric Discussions
- Topic: How to use maximum likelihood to estimate parameters in an equation, not a regression
- Replies: 2
- Views: 3012
How to use maximum likelihood to estimate parameters in an equation, not a regression
basically, my problem is to use the daily market return data to get the monthly conditional variance. The monthly conditional variance is the sum of weighted squared demeaned daily return within 250 days ( trading days in one year), multiplying 22 (trading days in one month). The weight of squared d...