DCC GARCH Model - Normal log likelihood
8 ビュー (過去 30 日間)
古いコメントを表示
I am currently attemppting to model a DCC GARCH model in MatLabs R2021a with the MFE Toolbox. However when I execute the command: [parameters_dcc, ll, Ht]=dcc(ret,[],1,1,1);
Error using normlike (line 42)
First input must be a vector with 2 elements.
I was wondering how I caan fix this?
My input data is 116*4 table of index returns.
The answer could be very basic, as I have no experience in using eviews.
0 件のコメント
回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Conditional Variance Models についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!