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by alexlooyc
Mon May 25, 2015 1:33 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 74513

Re: DCCGARCH11

Hi Trubador, I am trying to find out the DCC for the tourism demand for singapore, south korea and thailand from Indonesia. However, my estimates from the DCC-GARCH(1,1) are not making sense. I get a single result instead of a time-varying correlation coefficient.Am i estimating it correctly using t...

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