EViews.com

Thanks for the response. I know that there is no multivariate EGARCH option in none of the versions of E-views. I was just wandering how I could modify the code of EGARCH1.prg file in eviews package for the equations I have written above. Or is there a way of doing this analysis by using the menu av...

Hi, I am using eviews 6.0. I want to make volatility spillover analysis. I will estimate a multivariate EGARCH. My variables are rcds remt ri. I first ran a VAR model with two lags. Now I want to estimate the EGARCH effects for this system of equation. I read in the forums about this issue and you a...