Dynamic conditional correlation multivariate GARCH

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kpukthua
Posts: 13
Joined: Mon Feb 16, 2009 9:19 am

Dynamic conditional correlation multivariate GARCH

Postby kpukthua » Mon Mar 16, 2009 12:04 pm

Hi I'm a rigorous Eviews user for research.

Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!
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