search for: tp3579140p3579140

...we usually deal with the first period data of GARCH model? Could anyone suggest any paper about the DCC GARCH model, including how to deal with the first time period data? Thank you all guys in advance!!!!!! -- View this message in context: http://r.789695.n4.nabble.com/About-DCC-garch-model-tp3579140p3579140.html Sent from the R help mailing list archive at Nabble.com.