Hi,
thank you for the answer. I attach the initial workfile (realized_garch.wf1) with only two variable "x" and "r" and then the code and then the resulting workfile (realized_garch_results.zip).
Many thanks!
Eva
Search found 2 matches
- Tue Jun 28, 2011 5:51 am
- Forum: Programming
- Topic: Problems with estimating Realized GARCH
- Replies: 3
- Views: 3835
- Tue Jun 28, 2011 1:52 am
- Forum: Programming
- Topic: Problems with estimating Realized GARCH
- Replies: 3
- Views: 3835
Problems with estimating Realized GARCH
Hi,
I am trying to estimate Realized GARCH by Peter Hansen (2011), but have some problems with it - please see the attachment with description. I am using Eviews 6.
I would be very grateful if you could help me. Thank you very much in advance!
Eva
I am trying to estimate Realized GARCH by Peter Hansen (2011), but have some problems with it - please see the attachment with description. I am using Eviews 6.
I would be very grateful if you could help me. Thank you very much in advance!
Eva