DCC-GARCH model and AR(1)-GARCH(1, 1) regression model

Tue, May 24, 2011 1:52 PM

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Marcin P?�ciennik DCC-GARCH model and AR(1)-GARCH(1, 1) regression model May 24 Yihao Lu aeolus_lu garchFit NaNs produced May 24 Arun Kumar Saha garchFit NaNs produced May 24 Yihao Lu aeolus_lu garchFit NaNs produced May 24 Kent Russell DCC-GARCH model and AR(1)-GARCH(1, 1) regression model May 24