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- Fri Feb 05, 2010 4:28 am
- Forum: Estimation
- Topic: Asymetries in BEKK model
- Replies: 0
- Views: 1766
Asymetries in BEKK model
Hi everyone ! Iam working on a project that involves estimation of asymetric BEKK model however Iam having a hard time making it work in Eviews 6. Iam trying to add element sigma to the variance equation sigma(j,t)=min(res;0) where j=futures, spot and sigma(t) = [sigma(futures,t) sigma(spot,t) ] but...
