Dear trubador,
I used the codes you provided for DCC-GARCH for eviews 5.0 and got the warning message "unmatched parenthesis" after typing the code"dcc.ml(showopts, m=500, c=1e-5)". Would you please enlighten me how to solve the problem? Thank you very much
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- Wed May 08, 2013 5:15 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192690