Has anybody programmed Copula MV-GARCH using RATS?
I'm interested in doing a comparison with DCC.
Best regards,
Yngvi Hardarson
Copula MV-GARCH vs. DCC
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Copula MV-GARCH vs. DCC
by yngvi » Tue Jul 05, 2011 10:13 am
- yngvi
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Re: Copula MV-GARCH vs. DCC
by hongrc » Thu Sep 08, 2011 9:25 am
Dear all,
I also want to use this model in empirical analysis. Who can provide this code ?
Best,
Dave Hung
I also want to use this model in empirical analysis. Who can provide this code ?
Best,
Dave Hung
- hongrc
- Posts: 1
- Joined: Tue Aug 30, 2011 9:10 pm
2 posts
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