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by i got questions
Thu Oct 28, 2010 2:43 am
Forum: Estimation
Topic: Corr Garch
Replies: 0
Views: 1512

Corr Garch

Hi, I'm working with a specific type of garch that modelates dynamic correlation structure between returns of various indexes. It is relativily a new one, called CorrGarch. I was wondering if someone have program the actual algorithms for a quasi maximum likelihood estimation with that aproach, or o...

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