Rank: 129742 based on 0 downloads (last 30 days) and 0 file submitted

Stee Huang


Personal Profile:


Watch this Author's files


Comments and Ratings by Stee Huang
Updated File Comments Rating
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.

Contact us