10 Nov Chapter 4 – Multivariate GARCH model using Microfit Posted at 03:29h in Microfit by admin 0 Comments 0 Likes Share Multivariate GARCH model is a powerful model to incorporate the volatility of the variable. Following video will provide tutorial of how to estimate this model. Share this:FacebookTwitterLinkedInEmailMorePrintRedditTumblrPinterestPocket Related Tags: ARCH GARCH, tutorials
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