| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | asking for asymmetric BEKK program |
| From: | hedhili leila <hedhilileila@yahoo.fr> |
| Date: | Mon, 24 May 2004 18:58:56 +0200 (CEST) |
I'm a PHD student in tunisia. I really need a program for the estimation of a bivariate asymmetric GARCH model with the BEKK parameterisation allowing for exogeneous variables in the estimation of mean and variances. thank you a lot for your collaboration
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