Dear there;
My question is simple, is there any written code for applying the DIAGONAL version of ADCC-GARCH in EViews.. I am here asking about the DIAGONAL and not the scalar, becasue I already used the add-in toolbox for the scalar one and want to additionaly employ the DIAGONAL as a robustness check.
Best,
Abdelrazzaq
Code for adcc garch (diagonal)
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Re: Code for adcc garch (diagonal)
I guess, it is more professional when you see the post, then you must advice,
I cannot believe that nobody knows the answer.....
I cannot believe that nobody knows the answer.....
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