a_dccmidas_loglik | R Documentation |
Obtains the log-likelihood of the A-DCC-MIDAS model in the second step. For details, see \insertCitecappiello2006asymmetric;textualdccmidas and \insertCitedcc_engle_2002;textualdccmidas.
a_dccmidas_loglik(param, res, lag_fun = "Beta", N_c, K_c)
param |
Vector of starting values. |
res |
Array of standardized daily returns, coming from the first step estimation. |
The resulting vector is the log-likelihood value for each t
.
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