Search found 2 matches
- Thu Aug 24, 2017 6:59 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191069
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...
- Sat Jul 02, 2016 5:38 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 420224
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!
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!