The RATS Software Forum

Posted: **Sun Nov 10, 2013 11:11 pm**

Hi Tom,

sorry to bother you again.. how do i do the robustness test for DCC-GARCH using the previous code you provide?

thank you very much in advance.

Posted: **Mon Nov 11, 2013 9:41 am**

Could you be more specific about the test that you want?

The RATS Software Forum

robustness test on DCC-GARCH

robustness test on DCC-GARCH

Re: robustness test on DCC-GARCH