Search found 2 matches
- 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!
- 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
