Search found 1 match
- Tue Nov 14, 2017 4:14 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191085
Re: Dynamic conditional correlation multivariate GARCH
Hello, could you please advise how to put the confidence bands to the graph of dynamic conditional correlations in Eviews? The DCC model is calculated using the code. My serial number is: 90S03555. Thank you, Marek