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- Tue Dec 29, 2020 10:44 pm
- Forum: Estimation
- Topic: Estimating the Risk factors under the ICAPM by using GARCH-M Model
- Replies: 0
- Views: 9227
Estimating the Risk factors under the ICAPM by using GARCH-M Model
Hey everyone, I learned the Eveiws by myself for my paper, but just a beginner, so I want to seek your help. I want to estimate this equation: E(r_(i,t) )= λ_(w,t-1) 〖cov〗_(t-1) (r_(i,t),r_(w,t) )+λ_(c,t-1) 〖cov〗_t 〖(r〗_(i,t),r_(c,t))+λ_(d,t-1) 〖cov〗_(t-1) (r_(i,t),r_(d,t) ) by using the GARCH -M mo...