[R] About DCC-garch model...

[Arun.stat]

Hi Marcin, I do not think you can just ignore the past period's estimate (or
I misunderstood your statement?)(M)GARCH estimation is essentially an
iterative procedure, therefore you need to have something as the starting
value.

Thanks,
_____________________________________________________

Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
_____________________________________________________

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