Dear All,
I need some help with coding program for bivariate GARCH. I'm looking in EViews example files for bvgarch and found there is simple example for bivariate GARCH.
I have no idea how to code my model to an EViews program. :? Below is the model I would use in my research with bivariate GARCH.
I have many variable there, while in the example files there is only y = mu + res and H..
Are there somebody could help me to solve this case. This is my crucial part for finishing my thesis.
Thanks so much.. :)
Bivariate GARCH (Please Help)
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