Search found 4 matches

by shuangqing
Thu May 28, 2015 5:34 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 66407

Re: DCCGARCH11

Hi trubador. I have two series of interest rate and exchange rate, and would like to use dccgarch11 add-in to know the volatility spillovers between interest rate and exchange rate, and the dynamic correlation coefficients of them. Can you show me how to put in the four empty boxes, they are “retur...
by shuangqing
Thu May 21, 2015 7:41 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 66407

Re: DCCGARCH11

where is trubador? :cry:
by shuangqing
Thu May 14, 2015 6:29 pm
Forum: Add-in Support
Topic: bivariable egarch add-in
Replies: 0
Views: 1569

bivariable egarch add-in

Could anyone tell me whether or not we have bivariable egarch add-in for eviews, if not, why? Thanks much.
by shuangqing
Thu May 14, 2015 6:10 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 66407

Re: DCCGARCH11

Hi trubador. I have two series of interest rate and exchange rate, and would like to use dccgarch11 add-in to know the volatility spillovers between interest rate and exchange rate, and the dynamic correlation coefficients of them. Can you show me how to put in the four empty boxes, they are “return...

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