Asymmetric mgarch ccc, dbekk codes
Posted: 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,
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,