suggest to add realized volatility estimation
Posted: Mon Apr 08, 2013 9:05 am
Can I suggest to add the realized volatility estimation program in the Eviews, since the realized volatility seems very important in the intraday anlaysis and general perform better than GARCH model. And in the OxMetrics G@RCH, it already has the option to estimate the realized volatility.
Many Thanks
Many Thanks