zarasandreas
11-08-2007, 12:43 PM
Hello,
I am trying to find instructions on hot to fit a bivariate MA(1) GARCH(1,1) model in SAS. I have a book about how to fit univariate GARCH but i cannot find any info about the bivariate case. Can anybody hep on this?
Thanks,
Andreas
I am trying to find instructions on hot to fit a bivariate MA(1) GARCH(1,1) model in SAS. I have a book about how to fit univariate GARCH but i cannot find any info about the bivariate case. Can anybody hep on this?
Thanks,
Andreas