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by mookie
Sun Aug 28, 2011 1:43 am
Forum: Estimation
Topic: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES
Replies: 3
Views: 2343

Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Thx for the code.I need to find volatility spillover among 4 stock markets. However, i still don't know where to put the code you gave at first, i can't find the LogL function. Could you please told me where it is? And for the code that you gave me, if i want to estimate 4 variables, could you pleas...

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