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- Tue May 01, 2012 7:12 am
- Forum: Programming
- Topic: Multivariate EGARCH
- Replies: 3
- Views: 4900
Multivariate EGARCH
Hi My name is Jones and a new user of eviews. I have been trying to estimate a Multivariate EGARCH model to analyse the spillover effect across different stock markets. I have searched the entire forum but haven't com across any code for such estimation. Would kindly like to request , if any has wri...