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Bivariate Egarch(1,1) estimation help

Posted: Sat Jun 16, 2012 1:50 am
by bilal
Hello

i have been searching on internet a lot about the estimation of bivariate Egarch(1,1) but i couldn't locate any help to calculate it , even i couldn't found anything in this forum which can help all those who are using Eviews and trying to estimate BV-Egarch.

i would request Eviews Programmers and the Team that kindly upload any code for Bv-Egarch so that we can modify it an use it for our requirement.

i have been trying to estimate Volatility spillover between stock market and foreign exchange market. for which i need bivariate Egarch code.

kindly help me and help many others who are also searching for the same thing.

Re: Bivariate Egarch(1,1) estimation help

Posted: Sat Jun 16, 2012 2:19 am
by bilal
Image

These are the two equations to be estimated.
S_t = Stock index
E_t = Exchange rates

Egarch(1,1) is used .

kindly anyone mention the steps of how to estimate this, because i couldn't find many pre-installed program for the Bivariate egarch. in eviews

Re: Bivariate Egarch(1,1) estimation help

Posted: Wed Jun 20, 2012 12:36 pm
by bilal
MR Eviews Grath, kindly help me please ... you are replying to other posts but you are not even trying to help me at all. please reply me at least i have searched everything but couldn't find right program or help from anyways. kindly help me somewhat!

Re: Bivariate Egarch(1,1) estimation help

Posted: Wed Jun 20, 2012 12:55 pm
by EViews Gareth
Unfortunately we do not offer a program writing service.

Bivariate Egarch(1,1) estimation help

Posted: Wed Jun 20, 2012 1:41 pm
by startz
You might contact Timberlake associates, which can do this sort of work for an appropriate fee.