DCC GARCH Model - Normal log likelihood

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.

Respuestas (0)

Categorías

Más información sobre Conditional Variance Models en Centro de ayuda y File Exchange.

Productos

Versión

R2021a

Preguntada:

el 16 de Jul. de 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by