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st: DCC GARCH estimation


From   Bersant Hobdari <bhobdari@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: DCC GARCH estimation
Date   Tue, 12 Oct 2010 17:23:40 -0700

Dear All,

I would like to estimate a DCC-GARCH model in Stata 10, but I see that it
cannot be done using the existing capabilities. Is anyone aware of any
user-written code/program that implements it in this version of Stata.

Sincerely,
Bersant


--
Bersant Hobdari
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