Dear Sir
After we do trivariate or bivariate garch model, how we make graphs of variance and covariance of bivariate or trivariate
thank you very much
kim
Search found 1 match
- Thu Aug 06, 2009 3:32 am
- Forum: ARCH and GARCH Models
- Topic: trivariate DCC with VAR(1) MEAN EQUATIONS
- Replies: 21
- Views: 29785