DCC (Dynamic Conditional Correlation)
Posted: Sat Oct 01, 2011 1:08 am
Dear Eviews users,
Could anyone please share with me the EViews code to estimate a bivariate DCC-GARCH model? I am trying to use this model as part of a forecasting exercise. Thank you very much in advance.
pelu1sin
Could anyone please share with me the EViews code to estimate a bivariate DCC-GARCH model? I am trying to use this model as part of a forecasting exercise. Thank you very much in advance.
pelu1sin