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by marek1
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

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