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Code for adcc garch (diagonal)

Posted: Fri Sep 25, 2015 4:53 am
by Abdelrazzaq
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

Re: Code for adcc garch (diagonal)

Posted: Fri Oct 02, 2015 7:10 am
by Abdelrazzaq
I guess, it is more professional when you see the post, then you must advice,

I cannot believe that nobody knows the answer..... :|