Search found 1 match
- Sun Jun 06, 2010 7:05 am
- Forum: Programming
- Topic: Can anybody help me with MGARCH (full BEKK model)??
- Replies: 3
- Views: 7427
Can anybody help me with MGARCH (full BEKK model)??
Hi all, I need to build a multivariate GARCH model, full BEKK model to be exact, for my dissertation. As far as I read, in this forum, there are only CCC, DCC, diagonal BEKK, and scalar BEKK model threads. Can someone help me to build a full BEKK model program?? The built-in MGARCH model in EViews6 ...