Search found 2 matches
- Fri Jul 31, 2015 2:15 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 420377
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"...
- Mon Jul 27, 2015 2:43 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 420377
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"...