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### ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Posted: **Thu Aug 18, 2011 6:45 am**

by **kaynna**

Hi,

Please would appreciate if some one can help me on how to estimate a Multivariate GARCH in mean model using eviews 7 for seven variables.

Thank you.

### Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Posted: **Thu Aug 18, 2011 7:31 am**

by **trubador**

### Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Posted: **Sun Aug 28, 2011 1:43 am**

by **mookie**

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 please told me what in particular do i need to make changes?

Thank in advance

### Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Posted: **Sun Nov 20, 2011 1:45 pm**

by **maryamjannesari**

i have a problem too,i followed the code but i received the error message ,i m confused,can some one help me ?