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Maria


UNIVERSITE PARIS 1

Active since 2012

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UCSD - GARCH Package of Kevin Sheppard. Multivariate GARCH models
Ok , thank you. I'll try this way. By the way Oleg , do you whether there are some other Multivariate GARCH toolboxes for MA...

12 years ago | 0

Answered
UCSD - GARCH Package of Kevin Sheppard. Multivariate GARCH models
Hi Oleg! Thank you , it works much better but still there is a problem. I mean in the USCD toolbox distribution functions hav...

12 years ago | 0

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UCSD - GARCH Package of Kevin Sheppard. Multivariate GARCH models
Hello! I'm trying to use MV-GARCH model from UCSD package but I always have errors that are related to the data type. For ...

12 years ago | 5 answers | 0

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