Search found 1 match
- Thu Jul 31, 2014 5:52 am
- Forum: Programming
- Topic: DCC Garch modelling Eviews 7
- Replies: 0
- Views: 2561
DCC Garch modelling Eviews 7
Hello, I got a question on the DCC-GARCH nonnegative scalar parameters. After running this programme code, I got negative scalar thetas, not sure what causes this to happen. Per the literature review, I know this should not be. Can someone give me a bit clue on this? I'm very desperate for this to b...