Search found 4 matches

by nguyen van canh
Wed Mar 04, 2015 3:07 am
Forum: Estimation
Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Replies: 58
Views: 69374

Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?

Hi all, Currently I am trying to run a multivariate GARCH model spproach. But I still do not know the method run Multivariate models. Hope to get help from you. The model is attached below.I looking forward to find methods to run this model. You can guide your steps to run detail, because I used Evi...
by nguyen van canh
Wed Mar 04, 2015 1:34 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89599

Re: Dynamic conditional correlation multivariate GARCH

I'm still not clear steps build a maximum likelihood model to Estimate the parameters. So you can guide runs Model, because I do not know anything about how to run the model. Thank' you very much.
by nguyen van canh
Wed Mar 04, 2015 1:25 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89599

Re: Dynamic conditional correlation multivariate GARCH

I'm still not clear steps build a maximum likelihood model to Estimate the parameters. So you can guide runs Model, because I do not know anything about how to run the model. Thank' you very much.
by nguyen van canh
Tue Mar 03, 2015 6:48 pm
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89599

Re: Dynamic conditional correlation multivariate GARCH

Hi all,
Currently I am trying to run a multivariate GARCH model spproach. But I still do not know the method run Multivariate models. Hope to get help from you. The model is attached below.I looking forward to find methods to run this model.

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