Dynamic conditional correlation multivariate GARCH
Posted: Mon Mar 16, 2009 12:04 pm
Hi I'm a rigorous Eviews user for research.
Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!
Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!