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- Wed Sep 16, 2009 3:55 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191084
Re: Dynamic conditional correlation multivariate GARCH
Hi, I was really happy to find the codes provided by Hvtcapollo. However, when i performed the estimation in Eviews, I do not get any results for T(1) and T(2), they were still starting values of 0.2 and 0.7. The correlation i got is also a scaler value instead of time-varying. The ARCH and GARCH es...