Search found 3 matches

by theocharis_iosifidis
Thu Apr 18, 2019 10:33 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 82119

Re: DCCGARCH11

Can someone help me please? What is this line upon the theta(1) coefficient. Also what is this number below C(9)? It has no description neither does it clarify to what it responds. Finally, what is C(9). Are they lags? Please I need your help since it is the first time that I ever met such a thing. ...
by theocharis_iosifidis
Mon Apr 08, 2019 7:08 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 82119

Re: DCCGARCH11

This thread is about dccgarch11 add-in. The add-in allows you to build and estimate Dynamic Conditional Correlation models, which are the more flexible and parameterized class of Multivariate GARCH-family. It is written/designed with primarily educational purposes in mind and therefore some limitat...
by theocharis_iosifidis
Sun Apr 07, 2019 1:51 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 82119

Re: DCCGARCH11

Dear trubador. First and foremost, thank you very much for the very effective add-in that you presented in the forum. It has facilitated many researches since it incorporates DCC-GARCH in eviews which is an innovation. However, if you have some free time i would like you to clarify something regardi...

Go to advanced search