EViews.com

This is just the initialization of coefficients to be used later in the analysis. Omegas are used to construct the constants in the conditional variance equations. I can assure you that you can find all the help an guidance you need in the previous posts of this thread. Hi Trubador, Thanks for the ...

Hi Trubador, I am trying to estimate a BEKK Model where I can analyse volatility spillovers between 4 commodities and 3 stocks, making it a 7x7 matrix. So far, I have got to this point: smpl @all series y1 = agriculture series y2 = crudeoil series y3 = energy series y4 = preciousmetal series y5 = ja...

Hi all, I am trying to run a program for the full BEKK GARCH in Eviews 8 but I have no idea how to program it having programmed anything on Eviews before. Does anyone have a code that can help me do this? I am trying to find volatility spillovers between 4 commodities and 3 stock indices and I under...

I am having the same problem. After reading the problems it seems we have to type in the program ourselves, however I have no experience of this. Any help?

I have just generated a Diagonal BEKK Model in Eviews 8. Any advice on how to interpret the parameters? I need to do this for my dissertation. I've attached the data for viewing.

Regards,

simlgl

Hi all, I am trying to generate a multivariate GARCH Model for my dissertation preferably the full BEKK, as l aim on analyzing directional spillovers between 4 commodities and 3 equity indices. On Eviews, only the diagonal BEKK is available, so l am not sure l can run with this model? And l am not s...