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A variable that records something about a study unit in a longitudinal study that changes over the course of the study.

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how i can model VAR-GARCH

i really need your help how i can run the ling and McAleer(2003) model (VAR-GARCH) and McAleer (2009) model(VAR-AGARCH) with spillover response? and can you help me how i can run DCC-EGARCH with sp …
Mohammad Rahimi's user avatar