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- Thu Mar 29, 2018 5:52 am
- Forum: ARCH and GARCH Models
- Topic: GARCH-based approach for measuring abnormal stock returns
- Replies: 1
- Views: 5794
GARCH-based approach for measuring abnormal stock returns
Dear Tom, I am having problem with creating the right code. I tried to reason out the logic with various introduced examples, but failed to solve how I am supposed to do my research exactly. My goal is to measure the effects of events in companies stock returns. I am trying to use GARCH-based approa...