Search found 1 match
- Thu Aug 30, 2012 5:16 pm
- Forum: Econometric Discussions
- Topic: Garch Testing stock return sensitvity to changing rates
- Replies: 0
- Views: 1616
Garch Testing stock return sensitvity to changing rates
hello, Im using E-VIEWS to test how sensitivite financial firms in the UK are to changes in interest rate, and would like to clear a few things 1) i have all my data (daily stock prices), but do i transform this to log before getting my descriptive statistics or thats not necessary for it. 2) i have...