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by cherryblossom
Tue Feb 25, 2014 10:13 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 94333

Re: Dynamic conditional correlation multivariate GARCH

Dear all, I'm a new user and I'm doing a research using DCC Garch. I used the code posted by Hvtcapollo (thanks for your code ^^) and I got an error message. It said that "missing value in @ LOGL series at current coeficients at observations 1980M02 in "Do_DCC.ML(Showopts, M=500,C=1E-5)&qu...

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