The RATS Software Forum

Tom,

Thanks again for all your help. I modified the code but I'm just estimating over the same data set multiple times. How do I get my model to estimate over a different data set?

Thanks so much for your help. Any suggestions on how to modify the code to produce confidence intervals around time-varying correlation coefficients?

I was also wondering if there is a way to bootstrap confidence intervals in a MVGARCH DCC model? Any help is greatly appreciated.