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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- Thu May 28, 2015 9:19 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 434546