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- Thu Jul 14, 2011 1:01 pm
- Forum: Estimation
- Topic: dummy variable for EGARC
- Replies: 0
- Views: 1414
dummy variable for EGARC
Hi.. I am quite new in Eviews. I hope somebody can help me. Right now I'm doing my thesis on volatility of daily stock return:Evidence from Indonesia. I use EGARCH Model application to analyze volatility clustering pre and during world financial crisis in late 2000s. FYI, before crisis there are som...