DCC with skewed multivariate t distribution

[Frank]

hi, Tom

is there any sample code to Bauwens and Laurent (2005) on JBES.
In this paper, DCC based on skewed multivariate t distribution is adopted.
is there similar code to this ?
Please, thank you.


Frank

[TomDoan]

The function for the standardized multivariate skew-t is posted here:

http://www.estima.com/forum/viewtopic.php?f=7&t=1391