HOW TO RUN DCC GARCH WITH EVIEWS 6

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mimi
Posts: 2
Joined: Tue Nov 09, 2010 12:08 pm

HOW TO RUN DCC GARCH WITH EVIEWS 6

Postby mimi » Tue Nov 09, 2010 12:48 pm

Hello,

I try to test the existence of correlation between 7 stock indexes by using the dcc garch. I am a biginner and I dont understand how we do!!!! it is seems to be so difficult for me...

Can anybody HELP ME and show me the stages to be followed?? It is very very urgent.

THANK U
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: HOW TO RUN DCC GARCH WITH EVIEWS 6

Postby trubador » Wed Nov 10, 2010 12:14 am

viewtopic.php?f=4&t=574
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mimi
Posts: 2
Joined: Tue Nov 09, 2010 12:08 pm

Re: HOW TO RUN DCC GARCH WITH EVIEWS 6

Postby mimi » Wed Nov 10, 2010 5:28 pm

thank u very much trubador but I jammed from the beginning. :cry: I didn't know how to define the return series in term of y1 y2; by going to generate equation and when I put y1=return it marks syntax error... can u please explain me more the steps to be followed and the names of the different windows that I ve to use...

thank u very very much for ur help
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