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- Thu May 13, 2010 7:19 am
- Forum: Estimation
- Topic: Sumulations and Forecasts
- Replies: 0
- Views: 3272
Sumulations and Forecasts
Hello I use EViews 6.0 and have 2 problems. It would be very nice if someone could help me out. Any help will be strongly appreciated. 1)I need to conduct a simulation of realized volatility of stock returns using a certain model (HAR-RV). The model (least squares): RVt=β0+β1RVt-1+β2RVWt-1+β3RVMt-1+...