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2011 Jul 19
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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...