explaining the parametres of MVGARCH models?

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aggelos
aggelos am 10 Mär. 2015
Kommentiert: fizza tariq am 19 Mai 2017
hi everyone,
does anybody have experience in using the MFE toolbox of Kevin SHEppard?
I have a prompleb to determine whici are the estimated parameters for the ADCCmodel.
So any help is welcome!!!
thanks in advance,
Aggelos
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fizza tariq
fizza tariq am 19 Mai 2017
Hey! Did you figure it out? I am facing the same problem. To be specific, I don't understand why I can't see the leverage parameter in the output

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