230问答网 > 请问怎么用EVIEWS实现DCC-GARCH模型？想研究两个金融市场之间的波动溢出效应，求大神~！高分！

请问怎么用EVIEWS实现DCC-GARCH模型？想研究两个金融市场之间的波动溢出效应，求大神~！高分！

2025-03-27 18:20:25
推荐回答（3个）
回答1：

EVIEWS只能实现正态分布、t分布、GED分布下的ARCH、GARCH、EGARCH、TGARCH、PARCH等模型的估计，但是像CCC-GARCH、DCC-GARCH等复合GARCH模型的估计EViews是无法实现的。要对这个进行估计的话简单的办法是利用OXmetrix软件做，也可以用R和Matlab编程实现。

回答2：

有没有参考论文啊
看了参考论文思路比较清晰

回答3：

GARCH模型可以做的
我经常帮别人做这类的数据分析的

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