Ihtisham Abdul Malik

2 Questions 6 Answers 0 Followers

Questions related from Ihtisham Abdul Malik

Can anyone help with GARCH Modelling in Eviews?

Can any one help in modelling GARCH/EGARCH in Eviews or Stata?? I am stuck in modelling the multiple independent variables against single dependent one. Sample Results are attached for...

20 May 2015 1,506 13 View

Is GARCH capable of estimating a model with multiple independent variables against single dependent variable?

If we have to check the co movements/spill over effects between certain variable of Pakistan and 5 other countries, Is it possible by using a single GARCH model. If yes then WHAT will be the...

14 May 2015 2,691 6 View