This function returns the analytical Hessian of the volatility part of the DCC log-likelihood function.

1 | ```
d2lv(u, B, h, model)
``` |

`u` |
a matrix of the data data used for estimating the (E)DCC-GARCH(1,1) model |

`B` |
a GARCH parameter matrix |

`h` |
a matrix of the conditional variances |

`model` |
a character string describing the model. |

the Hessian of the volatility part of the DCC log-likelihood function *(T \times N^{2})*

Engle, R.F. and K. Sheppard (2001),
“Theoretical and Empirical Properties of Dynamic
Conditional Correlation Multivariate GARCH.”
*Stern Finance Working Paper Series*
FIN-01-027 (Revised in Dec. 2001),
New York University Stern School of Business.

Engle, R.F. (2002),
“Dynamic Conditional Correlation: A Simple Class of
Multivariate Generalized Autoregressive Conditional
Heteroskedasticity Models.”
*Journal of Business and Economic Statistics*
**20**, 339–350.

Hafner, C.M. and H. Herwartz (2008),
“Analytical Quasi Maximum Likelihood Inference in Multivariate Volatility Models.”
*Metrika*
**67**, 219–239.

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