Search found 2 matches
- Wed Jun 13, 2012 2:59 am
- Forum: Econometric Discussions
- Topic: Comparing TGARCH parameter estimates
- Replies: 1
- Views: 3000
Re: Comparing TGARCH parameter estimates
I think you can include a dummy variable for TGARCH in the variance regressor text box. Let me know if that worked for you. Cheers!
- Mon Jun 11, 2012 9:09 pm
- Forum: Econometric Discussions
- Topic: Volatility Model - Time Series (FX) IRR/EURO
- Replies: 0
- Views: 1717
Volatility Model - Time Series (FX) IRR/EURO
Dear all I am new to Eviews and Econometrics. Hope kind soul can help me out. I have a data series which contains 5 years of daily FX Rate (IRR/EURO) from 2007 to 2012. My task is to evaluate if the US sanctions against IRAN signed by Obama had any impact on the volatility of the stated exchange rat...