mUltivariate GARCH capm

[ayca79]

Dear colleagues,

I need to calculate conditinal betas of several portfolios. For this, I need m-garch codes but the mean equation is

rt =λtcov(Rmt, Rit│ Ψt-1) + εt (1)

cov(Rmt, Rit│ Ψt-1) =ht==> conditional covariance between market returns and portfolio returns. The conditional covariances are calculated from the error terms of the mean equation (1)

Once I calculate the conditional covariance between two variables and the conditional variance of the market, I'll divide the conditional covariance to conditional variance of the market and find the conditional betas.

Are there eviews codes for dvech, bekk, ccc and dcc methods for m-garch capm conditional covariances and variances?

Thank you very much for your help.

My kindest regards,