Hi all:
I am a master student writing my master thesis about using the DCC garch
model analysing the correlation between the insurance stock market and the
local market. Right now I have a question about how to estimate the DCC garch,
I know all the other meanings of the arguments in the ccgarch package, but
still dont know how to estimate the dcc.para in the function dcc.estimation
with for example two columns of time series returns. Can you tell me how to get
the dcc.para matrix in R?
Really thanks.
Best Regards.
Wenkai Li
liwenkai1...@hotmail.com
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