Dynamic conditional correlation multivariate GARCH

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sam86
Posts: 2
Joined: Wed Jan 03, 2018 10:50 am

Re: Dynamic conditional correlation multivariate GARCH

Postby sam86 » Wed Jan 03, 2018 12:39 pm

Hello,
is the three-stage estimation method of the DCC-GARCH available, the addin has only the 2 step estimation method,

Help is much appreciated,


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