st: bivariate Garch

From	Caterina Ottavi <[email protected]>
To	[email protected]
Subject	st: bivariate Garch
Date	Tue, 29 Jul 2003 11:13:23 +0200

Does Stata (release 8) include the provision for estimating bivariate Garch models?

Regards

Caterina

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Caterina Ottavi

Epsilon SGR

Banca Intesa

Piazza Cadorna, 5

20123 Milano

Tel: +39 02 88 10 71 23

Fax: +39 02 70 05 74 47