关于dcc—garch模型的matlab程序使用求助(如何得到动态系数以及动态条件相关系数 20 个回复 - 18189 次查看
用matlab跑dcc_garch,l返回如下结果
dcc_mvgarch(A,1,1,1,1)
Estimating GARCH model for Series 1
Estimating GARCH model for Series 2
Estimating the DCC model
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