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by gentek
Wed Jul 29, 2009 8:55 am
Forum: Estimation
Topic: DCC multivariate GARCH
Replies: 2
Views: 5930

Re: DCC multivariate GARCH

I saw it but I did not understand how to drate the multivariate
by gentek
Wed Jul 29, 2009 6:25 am
Forum: Estimation
Topic: DCC multivariate GARCH
Replies: 2
Views: 5930

DCC multivariate GARCH

Hi

Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?

I saw the code in the bivariate situation but I am unable to change to make multivariate

thanks

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