Diana Baharuddin

3 Questions 4 Answers 0 Followers

Questions related from Diana Baharuddin

Hello members, I would like to ask, how to re-estimate volatility using estimate data from OLS regression?

Below my result derive from OLS regression LNTV = C(1) + C(2)*DUMMY + C(3)*DLNFS + C(4)*DLNIP + C(5)*LNTR Substituted Coefficients:=========================LNTV = 8.6332973844 -...

21 April 2016 4,338 3 View

How can I run a regression (ols) included dummy variable using eviews?

Hello members, I have a problem in running my regression with dummy variable. can someone help me out ? because i google it, most of it teach how to create dummy. thank you.

04 January 2016 4,347 5 View

What would be the best proxy to be use for daily data in liquidity?

My study related impact reduce tick size towards liquidity. Im having a problem in collecting the intraday data especially number shares traded at bid and ask price. Thus, i decided to change it...

06 November 2015 3,583 3 View