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by Haukur
Fri May 02, 2014 8:40 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89314

Re: Dynamic conditional correlation multivariate GARCH

Hi all, I'm trying to use the A-DCC model posted in this thread and have adapted it to a bivariate case. I have one error that I do not know how to solve, or really what it means. When I run the model with certain initial values I get the error message "Overflow – Missing data generated in ”Ser...

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