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- Mon Mar 12, 2018 2:21 am
- Forum: Estimation
- Topic: BIVARIATE GARCH BEKK
- Replies: 25
- Views: 28717
Re: BIVARIATE GARCH BEKK
Hello. I tried to estimate a bivariate bekk model using this code but i can't understand how to interpret the result. I need to know which is diagonal and off diagonal elements of matrix alpha and matrix beta. The result show me only 3 elements and i don't know about the fourth one. I thought maybe ...
