explaining the parametres of MVGARCH models?

1 vue (au cours des 30 derniers jours)

aggelos le 10 Mar 2015

Commenté : fizza tariq le 19 Mai 2017

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 le 19 Mai 2017

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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