DCC GARCH model

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tg128
Posts: 18
Joined: Mon Sep 22, 2008 1:10 pm

DCC GARCH model

Postby tg128 » Fri Aug 05, 2011 2:17 am

I am working on a project ad trying to forecast the conditional corelations for only two assetsb by using DCC GARCH. Could anyone provide the code please or point a direction for writing the code or maybe suggest a good paper containing the equations for the forecast please?
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EViews Gareth
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Re: DCC GARCH model

Postby EViews Gareth » Fri Aug 05, 2011 7:50 am

http://forums.eviews.com/search.php?key ... mit=Search
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