explaining the parametres of MVGARCH models?

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aggelos 2015년 3월 10일

댓글: fizza tariq 2017년 5월 19일

hi everyone,

does anybody have experience in using the MFE toolbox of Kevin SHEppard?

I have a prompleb to determine whici are the estimated parameters for the ADCCmodel.

So any help is welcome!!!

thanks in advance,

Aggelos

fizza tariq 2017년 5월 19일

Hey! Did you figure it out? I am facing the same problem. To be specific, I don't understand why I can't see the leverage parameter in the output

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