Search found 4 matches
- Thu May 28, 2015 5:34 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 547191
Re: DCCGARCH11
Hi trubador. I have two series of interest rate and exchange rate, and would like to use dccgarch11 add-in to know the volatility spillovers between interest rate and exchange rate, and the dynamic correlation coefficients of them. Can you show me how to put in the four empty boxes, they are “retur...
- Thu May 21, 2015 7:41 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 547191
Re: DCCGARCH11
where is trubador? 
- Thu May 14, 2015 6:29 pm
- Forum: Add-in Support
- Topic: bivariable egarch add-in
- Replies: 0
- Views: 4859
bivariable egarch add-in
Could anyone tell me whether or not we have bivariable egarch add-in for eviews, if not, why? Thanks much.
- Thu May 14, 2015 6:10 pm
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 547191
Re: DCCGARCH11
Hi trubador. I have two series of interest rate and exchange rate, and would like to use dccgarch11 add-in to know the volatility spillovers between interest rate and exchange rate, and the dynamic correlation coefficients of them. Can you show me how to put in the four empty boxes, they are “return...
