[R] About DCC-garch model...

[windseav]

Thank you all guys!!

I have some other questions....For garch model, for example, we have 10 time
periods, and the function use MLE to get the parameters based on these 10
time periods. Then, the function calculates covariance matrix at each time
period based on the estimated parameters. Is this right??

Moreover, does anyone know that whether the correlation matrix calculated by
GARCH model is semidefinite positive? 

Thanks a lot!!!

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