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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...

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 !

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,