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by Ivan10
Thu May 28, 2015 9:19 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 78479

Re: DCCGARCH11

Hi Trubador,

I have one question. I am using two time series in the add-in.

One of the two is normally distributed, the other is not (given by Jarque-Bera)

Do you suggest using Normal or T_Stud distribution for this specific case? Thank you

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