Search found 1 match
- Tue Aug 20, 2013 11:03 am
- Forum: Estimation
- Topic: Coding for Multivariate VAR-EGARCH framework
- Replies: 0
- Views: 1407
Coding for Multivariate VAR-EGARCH framework
Hi, I am a new to using Eviews. Can anyone please help me with coding about "Multivariate VAR-EGARCH" framework. If possible, could you show more details (or explain it for me). I use this model to test Volatility Spillover across three markets. My email address is yi.yang11@student.curtin...