RATS program to demonstrate multivariate GARCH models

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Multivariate GARCH examples.

Language: RATS
Requires: RATS 8.00
Keywords: Multivariate; ARCH-GARCH (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
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https://www.estima.com/procs_perl/garchmv.rpf (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00067

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