Asymmetric mgarch ccc, dbekk codes

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ayca79
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Joined: Thu Mar 05, 2015 4:20 am

Asymmetric mgarch ccc, dbekk codes

Postby ayca79 » Wed May 27, 2015 1:28 am

Hello,
Are there eviews codes regarding the asymmetric mgarch ccc or mgarch diagonal bekk ? I could not model GARCH (1,1) or garch(1,2) for part of my data. I think that asymmetric models might work.

Thank you,
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