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Yin

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02 May 2012 Dynamic Copula Toolbox 3.0 Functions to estimate copula GARCH and copula Vine models. Author: Manthos Vogiatzoglou

I found out by myself ,sorry to disturb u.
Anyway, it is really a good and helpful toolbox!!!
Thanks for the Author!

01 May 2012 Dynamic Copula Toolbox 3.0 Functions to estimate copula GARCH and copula Vine models. Author: Manthos Vogiatzoglou

Dear author,
When I ran this code , I met this problem. I tried to find out the reason, but failed. The data here is one stock return. I want to fit a GARCH(1,1)model.
>> spec = modelspec(data)
>> fitModel(spec,data,'fminunc')
??? Operands to the || and && operators must be convertible to logical scalar
values.

Error in ==> FromCons2Unc at 41
if max(max(x))> a || min(min(x))<-a

Error in ==> RescaleParameters at 116
[uncmparams, d1mp, d2mp] = FromCons2Unc(consmparams,.5,3);

Error in ==> fitModel at 86
theta0 = RescaleParameters(theta0, 2, spec);

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