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- Sun Mar 28, 2010 2:23 am
- Forum: Estimation
- Topic: Multivariate DCC-GARCH
- Replies: 1
- Views: 5564
Multivariate DCC-GARCH
I'm trying to modify the following bivariate DCC-GARCH code (found here: http://forums.eviews.com/viewtopic.php?f=4&t=574&p=3568&hilit=dcc#p3568 so that I can use it in a multivariate case as there seems no code available for multivariate DCC-GARCH: 'change path to program path %path=@ru...