Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
Monday, May 23, 2022
Estimate GARCH-DCC with asymmetries
Has anyone had experience estimating GARCH-DCC models with asymmetries (GJR for example)? Can this be done within the mgarch command?
Thanks in advance!
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