robustness test on DCC-GARCH

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h3ll3n4
Posts: 9
Joined: Sun Nov 03, 2013 10:04 am

robustness test on DCC-GARCH

Unread post by h3ll3n4 »

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.
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TomDoan
Posts: 7826
Joined: Wed Nov 01, 2006 4:36 pm

Re: robustness test on DCC-GARCH

Unread post by TomDoan »

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