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
Search found 2 matches
- Tue Jun 09, 2015 6:00 pm
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 435557
- Sat Jun 06, 2015 5:20 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 435557
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.
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.