Search found 2 matches
- Wed Dec 18, 2013 5:31 am
- Forum: Estimation
- Topic: VaR Estimation in GARCH
- Replies: 3
- Views: 3984
Re: VaR Estimation in GARCH
Hi, I really need help with this too. Have you worked it out yet?
- Wed Dec 18, 2013 5:28 am
- Forum: Estimation
- Topic: Estimating Value-at-Risk using GARCH(1,1)
- Replies: 6
- Views: 21287
Re: Estimating Value-at-Risk using GARCH(1,1)
Hi, I am very new to Eviews, but I am also trying to calculate VaR of just a single equity. Currently I have generate the series of log returns and want to know how to calculate parametric VaR for say the first 100 observations then the first 101 then 102 etc, so I can plot the change over time, not...