INTERPRETING PARAMETERS OF A MULTIVARIATE GARCH MODEL

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simlgl
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Joined: Sat Aug 10, 2013 2:56 am

INTERPRETING PARAMETERS OF A MULTIVARIATE GARCH MODEL

Postby simlgl » Tue Aug 13, 2013 4:24 am

I have just generated a Diagonal BEKK Model in Eviews 8. Any advice on how to interpret the parameters? I need to do this for my dissertation. I've attached the data for viewing.

Regards,

simlgl
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