| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| From: | wided zarrouk <wzarrouk@yahoo.com> |
| Date: | Fri, 18 Jun 2004 12:36:54 +0200 (CEST) |
dear
I would like to estimate an asymmetric bivariata GARCH
model with BEKK parametrisation. In addition I would
like to introduce some exogeneous variables in the
variance-covariance equations.
I would be obliged if you can help me with the code .
best regards
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