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Hello, I have a problem with the add-in for Diebold/Yilmaz spillover-effects (dyindex) when I am using EVIEWS 13. I want to calculate spillover-effects of sovereign bond yields (see attached file). When I use the command: dyindex(ident=2,roll=1) 2 @ d(sov5_de) d(sov5_es) d(sov5_fr) d(sov5_it) I get ...

Hello, I would like to estimate a real-world stock price (cdax) density by simulating a GARCH-m model. To this end I have generated an equation object "fcast" and a model object "fmodel". First, I have estimated the equation: EQUATION fcast.ARCH(1,1,THRSH=1,archm=sd,GED,DERIV=AA)...