GARCH-M Simulation in Eviews

[hotaussie]

Hello guys,

Please allow me to ask one question. My teacher asks us to simulate GARCH-M and I wonder whether this is possible to be implemented in EViews. It is based on this paper in JFE (http://public.kenan-flagler.unc.edu/fac ... iskRet.pdf).

Specifically, I need to obtain the condition variance (The M in the GARCH) and then run a simulation for its distribution.

I never use statistical programming before and this task seem quite terrifying to me. If you could offer some help, that would be highly appreciated! Is this possible to be done in EViews?

Thank you very much!

[hotaussie]

Could anyone please help me?
Thank you so much...