Lindquist_Dynamic_Correlation icon indicating copy to clipboard operation
Lindquist_Dynamic_Correlation copied to clipboard

is it possible to input my own univariate parameters/variance estimated by univariate garch in the dcc_mvgarch code?

Open fizza-tariq-shahkhan opened this issue 7 years ago • 0 comments

fizza-tariq-shahkhan avatar Apr 17 '17 23:04 fizza-tariq-shahkhan