explaining the parametres of MVGARCH models?

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aggelos 2015 年 3 月 10 日

コメント済み: fizza tariq 2017 年 5 月 19 日

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 2017 年 5 月 19 日

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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