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by Bartosz
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...

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