Following Engle and Russel (1998), any software, which is used to estimate a GARCH model, can do it.
You can estimate CARR(1,1) In EViews like that:
arch(1,1,h) @sqrt(range)
The range here is assumed to follow an exponential distribution.

胖胖小龟宝 发表于 2014-12-18 11:47
你给出的链接里，coldpolaris已经给出了回复：