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by vivian
Fri Jul 10, 2009 8:36 pm
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 81
Views: 192864

Re: Dynamic conditional correlation multivariate GARCH

Thanks very much for sharing the code. I used this code for my research as well, it turned out that there is always an error box saying " Missing values in @LOGL series at current coefficients at observation 1 in 'DO_DCC.ML(SHOWOPTS, M=500,C=1E-5)' " Could you guys tell me where went wrong...

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