Search found 2 matches

by tarikasingh
Fri Dec 21, 2012 12:38 am
Forum: Estimation
Topic: VaR Estimation in GARCH
Replies: 3
Views: 3984

Re: VaR Estimation in GARCH

Thanks. I had gone through the topics as suggested by you. But I dont know the starting part. like i want to calculate VaR for Garch model. I have data of Nifty index for last ten years. With e views how to do that. if you can tell me that, it will be great!
by tarikasingh
Thu Dec 20, 2012 3:14 am
Forum: Estimation
Topic: VaR Estimation in GARCH
Replies: 3
Views: 3984

VaR Estimation in GARCH

Can anyone help me knowing that how to estimate the value at risk in GARCH models using E views. I am very new in the area and seriously need help in my research

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