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2011 Jul 19
0
Questions about DCC-GARCH Model
Dear list members,
I'm trying to use DCC-GARCH model to estimate the correlation. I have
downloeaded ccgarch packeage but can't understand some argument in the
formula.
dcc.estimation(inia, iniA, iniB, ini.dcc, dvar, model, method="BFGS",
gradient=1, message=1)
which is on R.Help
I understand others except "ini.dcc" which is described as "a vector of
initial values fo...