explaining the parametres of MVGARCH models?
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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,
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fizza tariq
el 19 de Mayo de 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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