I am trying to recreate table 4 from this paper: https://reader.elsevier.com/reader/sd/pii/S0140988317303663?token=0994A571EE7078284CF233E6419BB735EC17667CBE2C9C88122DB2EA509F333BF63FF714EAFD7CBFD17A5CACC0F80E44
My data has 4 columns, - the data, oil, gold and equities in the US.
I have run the test with the DCC GARCH Fit, but I cannot get the results table which is table 4 in the above paper, and titled "Table 4: Multivariate DCC-GARCH estimation results"
Kind regards,
James