Search found 4 matches
- Wed Mar 04, 2015 3:07 am
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 108562
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...
- Wed Mar 04, 2015 1:34 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192477
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.
- Wed Mar 04, 2015 1:25 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192477
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.
- Tue Mar 03, 2015 6:48 pm
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192477
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.
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.