DCC GARCH model

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
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?
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: DCC GARCH model

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

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

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest