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- Fri Jun 14, 2013 9:09 am
- Forum: Estimation
- Topic: How to do the BEKK Garch estimation in Eviews?
- Replies: 1
- Views: 4476
How to do the BEKK Garch estimation in Eviews?
Hi, I am new to Eviews and I want to use the BEKK GARCH model to determine the volatility spillovers effect for my Masters dissertation? I am aware that in Eviews, it has a build in function for diagonal BEKK GARCH model, but I would also need the other components in the matrix,not just diagonal in ...