Hi,
I need to estimate and forecast a BEKK/VECH multivariate GARCH model. While I estimate it, I can not proceed with its forecast. Can anyone advise me on how can I forecast it?
Thanks in advance.
Search found 1 match
- Tue Mar 20, 2012 2:23 pm
- Forum: Estimation
- Topic: Forecast Multivariate GARCH model
- Replies: 1
- Views: 1703