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- Fri Jul 27, 2018 10:40 am
- Forum: Econometric Discussions
- Topic: Day of the week effect- Modified Garch
- Replies: 0
- Views: 4661
Day of the week effect- Modified Garch
Hello everyone!! I just have one important question that I have not been able to answer in the past few days. The question is about my analysis on Eviews (Eviews10) in order to identify the day of the week effect in volatility. In Eviews I do not have the option to exclude the constant in the varian...