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by fandifferent
Thu Aug 20, 2009 3:31 pm
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 81
Views: 192441

Re: Dynamic conditional correlation multivariate GARCH

Hi, Thanks for sharing the code. However, I have some doubts regarding the logl function. In the code provided by Hvtcapollo, I find that the logl function lacks three terms appearing in the literatures, including the log(DetrDt) calculated before in the code. The other two are hard to write down be...

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