explaining the parametres of MVGARCH models?

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aggelos on 10 Mar 2015

Commented: fizza tariq on 19 May 2017

hi everyone,

does anybody have experience in using the MFE toolbox of Kevin SHEppard?

I have a prompleb to determine whici are the estimated parameters for the ADCCmodel.

So any help is welcome!!!

thanks in advance,

Aggelos

fizza tariq on 19 May 2017

Hey! Did you figure it out? I am facing the same problem. To be specific, I don't understand why I can't see the leverage parameter in the output

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