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by markbaseball
Tue Jun 09, 2015 6:00 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 66410

Re: DCCGARCH11

I have read previous post .
if I don't put any exogeonus in the model, then I can get the right theta1 and theta2.

but if I put exogenous variable,I still can't get the right theta1 and theata 2
by markbaseball
Sat Jun 06, 2015 5:20 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 66410

Re: DCCGARCH11

Dear trubador:
I'm trying to use dcc add-in to perform my reaserch ,but I theta1 theta2 can't optimize, but I don't know why ?
I have check stationary and time trend.

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