Bivariate GARCH (Please Help)
Posted: Thu Jul 30, 2009 10:10 pm
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.. :)
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.. :)