This repository has programmes to estime VAR models and alsno MGARCH models
The VAR(0)_DLPETR4_DLIBOV.fl is a batch programme in Ox to estimate a VAR(0) for DLPETR4_Per and DLIBOV_Per.
The EWMA-Multivariado.fl is a batch programme in Ox to estimate an Multivariate EWMA
for the vector
The Ox-GARCH-BEKK-Scalar-Diagional is a batch programme in Ox to estimate an Multivariate BEKK scalar or diagonal.
The Ox-Garch-CCC-unigarch-N-Studen-t is a batch programme in Ox to estimate a CCC model with univariate GARCH models for each component using Normal and Studen-t distributions.
The Ox-GARCH-Multivariate-DCC-TT is a batch programme in Ox to estimate DCC-Tse-Tsui modes with univariate GARCH and FIPARCH models for each compoennets using Normal and Student-t distributions.