Hi all:
I am a master student writing my master thesis about using the DCC garch
model analysing the correlation between the insurance stock market and the
local market. Right now I have a question about how to estimate the DCC garch, I
know all the other meanings of the arguments in the ccgarch package, but still
dont know how to estimate the dcc.para in the function dcc.estimation with for
example two columns of time series returns. Can you tell me how to get the
dcc.para matrix in R?
Really thanks.
Best Regards.
Wenkai Li
liwenkai1986 at hotmail.com