DCC.est: Estimates a DCC-GARCH model.
In vst/mgarch: Tools for simulating, estimating and diagnosing MGARCH processes
Description
Usage
Arguments
Value
Description
Estimates a DCC-GARCH model.
Usage
1
Arguments
eps
time series
params
initial parameters for the optim function
M
the M parameter as it appears in the paper
verbose
predicate which defines if we go verbose
debugging
Value
an instance of DCC.est classx
vst/mgarch documentation built on May 3, 2019, 7:09 p.m.
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Description Usage Arguments Value
Description
Estimates a DCC-GARCH model.
Usage
1 |
Arguments
eps |
time series |
params |
initial parameters for the optim function |
M |
the M parameter as it appears in the paper |
verbose |
predicate which defines if we go verbose debugging |
Value
an instance of DCC.est classx
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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