Search found 2 matches

by anzh
Thu Aug 24, 2017 6:59 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 75
Views: 78579

Re: Dynamic conditional correlation multivariate GARCH

Hello I have estimated the conditional correlation using DCC-GARCH and got insignificant DCC-alpha while DCC-beta is strongly significant. I have tried to estimate CCC instead but also got insignificant correlation. Could you please help and advise what could be the reason and possible solution? Man...
by anzh
Sat Jul 02, 2016 5:38 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 65935

Re: DCCGARCH11

Dear trubator

I would like to ask about whether there are diagnostic tests on the DCC-GARCH add-in in Eviews? This is because i couldn't find these when using the add-in. Can you help me please?

Thank you!

Go to advanced search