Lorenzo Orlando
2017년부터 활동
Followers: 0 Following: 0
Feeds
답변 있음
How to interpret the outputs of DCC Multivariate GARCH
VCV is the correlation matrix of parameters, needed to calculate standard errors as sqrt(diag(VCV)).
How to interpret the outputs of DCC Multivariate GARCH
VCV is the correlation matrix of parameters, needed to calculate standard errors as sqrt(diag(VCV)).
대략 7년 전 | 0