Coding for Multivariate VAR-EGARCH framework
Posted: 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.
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.