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- Wed Dec 16, 2015 7:27 am
- Forum: Estimation
- Topic: VAR GARCH-M with BEKK
- Replies: 7
- Views: 13496
Re: VAR GARCH-M with BEKK
Hello, I'm also having trouble by employing VAR-GARCH (1,1) in Mean with BEKK representation for my thesis. Im currently trying to figure out the correlation between Exchange Rate changes (Independent Variable) and Net Flows of Bonds and Equity (Dependent Variable) in Indonesia. I have the data of f...