Search found 2 matches

by eastlight
Fri Jul 31, 2015 2:15 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 78480

Re: DCCGARCH11

Hi trubador, If I have two return series (r1 r2) and two exogenous variables (i1 i2), I want to let i1 be the exogenous variable of r1, and let i2 be the exogenous variable of r2. However, if we put "Return series: r1 r2"; and "Exogenous variables in the variance equation: i1 i2"...
by eastlight
Mon Jul 27, 2015 2:43 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 78480

Re: DCCGARCH11

Hi trubador, If I have two return series (r1 r2) and two exogenous variables (i1 i2), I want to let i1 be the exogenous variable of r1, and let i2 be the exogenous variable of r2. However, if we put "Return series: r1 r2"; and "Exogenous variables in the variance equation: i1 i2"...

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