Help with the multivariate GARCH model

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Stat_One
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Joined: Sun Oct 13, 2013 10:00 pm

Help with the multivariate GARCH model

Postby Stat_One » Mon Oct 14, 2013 10:46 am

Hi,need to estimate a multivariate GARCH model with 4 time series, can someone help me please. I need the program to eviews. thanks
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Stat_One
Posts: 3
Joined: Sun Oct 13, 2013 10:00 pm

Re: Help with the multivariate GARCH model

Postby Stat_One » Tue Oct 15, 2013 10:42 am

Hi, i have a problem. I try to adapt this code multivariate GARCH eviews of three variables to four variables, anyone can help me. thanks
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tv_garch.prg
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