R.M. Dc

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Questions related from R.M. Dc

Conditional Volatility (GARCH) in eViews?

For my thesis, I'm trying to annualize conditional volatility of past stock returns since it is the dependent variable in my research. As an example, I ran in eViews the daily stock returns of a...

19 March 2021 3,321 3 View

GARCH to measure stock return volatility?

I'm currently doing a research for my dissertation about R&D expenditures and stock return volatility (both firm specific volatility and systematic volatility). So, volatility is the dependent...

15 March 2021 1,130 5 View