Estimating a Rolling GARCH

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JT1
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Joined: Tue Oct 19, 2010 2:44 am

Estimating a Rolling GARCH

Postby JT1 » Tue Oct 19, 2010 5:37 am

Hi

I'm trying to estimate a rolling GARCH BEKK/CCC model in Eviews7 and have followed programming examples and have been unable to get it right. I've tried using command references like !window and !horizon from the examples and it is not woprking. Please if anyone could help with an example or a programme it would really be appreciated.

JT
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