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- Mon May 25, 2015 1:33 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 434917
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...