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- Sat Feb 13, 2010 1:16 pm
- Forum: Estimation
- Topic: Dummy Variables and Garch model for daily data
- Replies: 1
- Views: 2908
Dummy Variables and Garch model for daily data
Basically i have been working on my dissertation where i am testing the day of the week effect. I've got a times series data, with daily returns of a 5 day week for 10 countries. The prob in eviews i had was i didn't kno how to convert the dates into days, hence i did it in excel. i now need to esti...