Search found 2 matches
- Tue Aug 13, 2013 1:40 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191040
Re: Dynamic conditional correlation multivariate GARCH
Attached is the workfile -- do I have any mistakes?
- Mon Aug 12, 2013 12:49 pm
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191040
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...