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by hellena88
Thu Sep 05, 2013 6:44 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 97795

Re: Dynamic conditional correlation multivariate GARCH

hi, i've figure out the programming, but im not really sure about my code i'm running research for 5 countries using DCC-GRACH. im not sure if my code is correct or not.. but so far its going ok.. but.. the dcc part is not appearing result. yet when its come to modelling estimation its turn out unma...

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