Search found 2 matches
- Mon Jan 15, 2018 1:28 pm
- Forum: Data Manipulation
- Topic: Net oil price (non-linear specification)
- Replies: 4
- Views: 9136
Re: Net oil price (non-linear specification)
net oil price increase. It compares the price of oil each quarter with the maximum value observed during the preceding four quarters. If the value for the current quarter exceeds the previous year's maximum, the percentage change over the previous year's maximum is plotted. If the price of oil in qu...
- Wed Jan 03, 2018 12:39 pm
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192559
Re: Dynamic conditional correlation multivariate GARCH
Hello,
is the three-stage estimation method of the DCC-GARCH available, the addin has only the 2 step estimation method,
Help is much appreciated,
is the three-stage estimation method of the DCC-GARCH available, the addin has only the 2 step estimation method,
Help is much appreciated,