Search found 2 matches

by Rosen89
Tue Aug 13, 2013 1:40 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 90987

Re: Dynamic conditional correlation multivariate GARCH

Attached is the workfile -- do I have any mistakes?
by Rosen89
Mon Aug 12, 2013 12:49 pm
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 90987

Re: Dynamic conditional correlation multivariate GARCH

I have seen that there are some other posts about this but none of the answers seem to make any difference for me: the problem is that when I run the LOGL I get up that I have missing values.... If anybody could help that would be brilliant as I have not much experience in this area (which is also w...

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