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Stee Huang


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13 Nov 2010 Dynamic Copula Toolbox 3.0 Functions to estimate copula GARCH and copula Vine models. Author: Manthos Vogiatzoglou

Dear author,

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.

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