Hi
I have almost the same problem..
Did a garch(1,1), tried to forecast and backtest, but something is wrong. Should I upload my EViews file?
Regards
Search found 1 match
- Tue Apr 28, 2009 6:57 am
- Forum: Econometric Discussions
- Topic: Testing the assumption of constant correlations
- Replies: 2
- Views: 4316