DCC (Dynamic Conditional Correlation)

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fuertes
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Joined: Fri Mar 04, 2011 4:06 pm

DCC (Dynamic Conditional Correlation)

Postby fuertes » Sat Oct 01, 2011 1:08 am

Dear Eviews users,

Could anyone please share with me the EViews code to estimate a bivariate DCC-GARCH model? I am trying to use this model as part of a forecasting exercise. Thank you very much in advance.

pelu1sin
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: DCC (Dynamic Conditional Correlation)

Postby EViews Gareth » Sat Oct 01, 2011 1:12 pm

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