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What is the matlab code for determining the composite loglikelihood for a bivariate copula? I am trying to estimate VAR using copula-GARCH model,but failing to estimate the copula parameter for the model.
I am using the 2 step estimation. 1. estimating the standardised deviations 2. callibrating the copula. I am having diffi...
12 years ago | 0 answers | 0
