Hello! My name is Bisma Raina.
Could you kindly share the codes of mgarch DCC?
Thank you.
Search found 2 matches
- Wed Jan 11, 2023 2:55 am
- Forum: Estimation
- Topic: conditional covariance with mgarch dcc
- Replies: 3
- Views: 14451
- Thu Jan 05, 2023 11:27 pm
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 257700
Re: Dynamic conditional correlation multivariate GARCH
Hi!
How to generate DCC-based conditional covariances in Eviews? I have to generate the DCC-based covariance matrix between the individual stock and the market portfolio. Are we supposed to use the drop-down or codes? Kindly help me out with it.
Thank you.
How to generate DCC-based conditional covariances in Eviews? I have to generate the DCC-based covariance matrix between the individual stock and the market portfolio. Are we supposed to use the drop-down or codes? Kindly help me out with it.
Thank you.