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First and foremost I want to thank you for your help! Although I agree that for large enough sample sizes the initial values do not matter I still have two conceptual questions: - If I use z1 and z2 for estimating the GARCH(1,1) equations for q11 and q22 what are the mean equations? I tried 'z1 c' a...

I also have a question concerning this code. By now I understand the whole routine, especially why the ML estimator is of the given form for the bivariate case. The only thing I don't understand is the initialization of the parameters T(1) and T(2) for the dynamic equation of the matrix which is nor...