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- Wed Feb 10, 2021 6:32 am
- Forum: Econometric Discussions
- Topic: Estimation of time series using a GARCH model
- Replies: 0
- Views: 651
Hello! Firstly I should mention that I am new to both Eviews and GARCH models. Anyway, I am conducting some research into the effect that different macroeconomic factors have had on stock volatility from 2009 until 2020. Is there any way to include these macroeconomic time series when estimating the...