Watch this Author's files
Thanks for your nice work.
However, I find some problems when using this toolbox.
The wrong messages are follows:
??? Undefined function or method 'hessian_2sided' for input arguments of type 'struct'.
Error in ==> CalcStErrors at 39
Hnum = hessian_2sided(MyFunc,theta,data,spec,'fmincon'); % calculates the Hessian
Error in ==> fitModel at 185
[derivatives, RobVCV, VCV, hessian, RobStE]=CalcStErrors('CopulaGARCHLogL',
parameters, data, grad, hessian, spec, 'fmincon');
I truely hope you can deal with the above problem.