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How to interpret the outputs of DCC Multivariate GARCH
Actually the Rt is in the output of the function dcc_likelihood(), which is used inside of the dcc(). If you want to display the...
How to interpret the outputs of DCC Multivariate GARCH
Actually the Rt is in the output of the function dcc_likelihood(), which is used inside of the dcc(). If you want to display the...
8 years ago | 0
