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st: DCC GARCH estimation
From
Bersant Hobdari <[email protected]>
To
[email protected]
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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