DCC GARCH Model - Normal log likelihood
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I am currently attemppting to model a DCC GARCH model in MatLabs R2021a with the MFE Toolbox. However when I execute the command: [parameters_dcc, ll, Ht]=dcc(ret,[],1,1,1);
Error using normlike (line 42)
First input must be a vector with 2 elements.
I was wondering how I caan fix this?
My input data is 116*4 table of index returns.
The answer could be very basic, as I have no experience in using eviews.
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