Dear Marcin,
This document should clarify your questions: http://www.google.be/url?sa=t&rct=j&q=ccgarch%3A%20an%20r%20package%20for%20building%20multivariate%20garch&source=web&cd=1&ved=0CCMQFjAA&url=http%3A%2F%2Fhhs.diva-portal.org%2Fsmash%2Fget%2Fdiva2%3A320449%2FFULLTEXT02&ei=8V1GT_uDDcLq8QOWyqSwDg&usg=AFQjCNE36DZu4qWOK-5AlZXhlDaT_sZ1sg&sig2=Z-dnG2bprPpL1FxtAuUCeA -- View this message in context: http://r.789695.n4.nabble.com/DCC-GARCH-model-tp3524387p4414223.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
