The use of MFE toolbox in DCC GARCH
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I would like to perform a DCC GARCH model to a time series, with MFE toolbox. For simplicity, let say a bivariate case. I would like to ask the following questions, which i don't find directly in the code:
- I understand that "parameters" means the estiamted parameter of the DCC model. However it is not clear, to what coresponds each of them in the model specification?
- From the results, with a standard DCC GARCH (1,1), where are the significance tests?
- How to obtain the matrix of estimated correlations.
Thank you
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