Displaying 1 result from an estimated 1 matches for "tp3679130p3679130".
2011 Jul 19
0
Questions about DCC-GARCH Model
...erent rho,(use rho(1~A) and rho(A~n) instead of
rho(1~), but how to identify this difference in R ?
I can't do it by myself. Does anyone have any idea? I appreciate it!
Thank you in advance!
Zoe
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