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Paula

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26 Jul 2011 Dynamic Copula Toolbox 3.0 Functions to estimate copula GARCH and copula Vine models. Author: Manthos Vogiatzoglou

Dear author,
Just correcting my first comment above: I was not able to estimate a vine copula sequentially using “modelspec” (and the menu) and “fitModel” after that. I had to use “SeqFitCopVine.m” instead of “fitModel” and this is not specified in the Tutorial.
Thanks again.

25 Jul 2011 Dynamic Copula Toolbox 3.0 Functions to estimate copula GARCH and copula Vine models. Author: Manthos Vogiatzoglou

Dear author,
Excellent work! It has helped me a lot.
I just would like to mention two minor difficulties I had:
1) I was not able to estimate a vine copula sequentially using the menu. I had to use the function “SeqFitCopVine.m”.
2) I could not find “hfuncJC.m” in the third version of the toolbox. I think it’s missing. I had to copy this from version 2.0.
Thanks for your work.

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