Bivariate Egarch(1,1) estimation help
Posted: Sat Jun 16, 2012 1:50 am
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.
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.
