Multivariate EGARCH matlab code

Hello! I would like to work for my project with a multivariate version of EGARCH. Can someone help me? (i have to analyse volatility 19 asset class). Is there a way to do it with the features of the EGARCH model? Thanks a lot to everyone will answer.

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도움말 센터File Exchange에서 Financial Toolbox에 대해 자세히 알아보기

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2015년 9월 18일

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