Search found 3 matches
- Wed May 11, 2016 12:56 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 436462
Re: DCCGARCH11
Dear mister/madam, I would like to apply a DCC-GARCH model to find the correlation between my stock and bond returns. Since the univariate GARCH model should be applied on the residuals of these two series, I am wondering if I have to put the variable "stock returns" and "bond returns...
- Sat Apr 23, 2016 12:30 pm
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 436462
Re: DCCGARCH11
Ok, so, how can I model a DCC GARCH (1,1) in the student version (Version 9)?
I have a place named "command", I was thinking it was for a code ...
I am a really new user of EViews !
Thanks a lot for your help !
I have a place named "command", I was thinking it was for a code ...
I am a really new user of EViews !
Thanks a lot for your help !
- Sat Apr 23, 2016 1:46 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 436462
Re: DCCGARCH11
Hello,
I have the version Eviews student 9, so I can't access to this add-in.
I would like to do a DCC-GARCH (1,1) model, can you provide me the code please ?
Thanks a lot,
I have the version Eviews student 9, so I can't access to this add-in.
I would like to do a DCC-GARCH (1,1) model, can you provide me the code please ?
Thanks a lot,