AGDCC model
Posted: Sun Mar 25, 2012 12:24 am
Dear ALL,
I am using asymmetric dynamic conditional correlation (AGDCC) model for my research, if anyone having code for AGDCC, please share with me. I will be highly greatful for your kind help.
Looking forward for your response.
regards,
krishna
I am using asymmetric dynamic conditional correlation (AGDCC) model for my research, if anyone having code for AGDCC, please share with me. I will be highly greatful for your kind help.
Looking forward for your response.
regards,
krishna