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- Fri May 02, 2014 8:40 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 77
- Views: 94264
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...