Coding for Multivariate VAR-EGARCH framework

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yangyi199183
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Joined: Tue Aug 20, 2013 10:47 am

Coding for Multivariate VAR-EGARCH framework

Postby yangyi199183 » Tue Aug 20, 2013 11:03 am

Hi,

I am a new to using Eviews.
Can anyone please help me with coding about "Multivariate VAR-EGARCH" framework.
If possible, could you show more details (or explain it for me).

I use this model to test Volatility Spillover across three markets.

My email address is yi.yang11@student.curtin.edu.au
Thank you so much for your help.
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