EViews.com

Hi , is it possible to estimate conditional variances and covariances with TGARCH and EGARCH processes, from two return serieses? How do you model the modifications to the normal multivariate Garch model ; i.e.: TGARCH how do you include the leverage effect. Do you need to define an additional varia...

Hi, i currently estimating a Multivariate Garch Model in order to be able to estimate time varying betas. However after running the Garch Test in Eviews and testing the residuals for normality, the normaility assumption is rejeceted. I think that it is not unusual in stock market data, but could per...