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Dynamic conditional correlation multivariate GARCH

Posted: Mon Mar 16, 2009 12:04 pm
by kpukthua
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!