How to compute conditional correlation matrix by using standardized residuals obtained from the DCC-GARCH estimation ?

General
,
1

I need to compute the time-varying conditional correlation matrix by using the standardized residuals obtained from the DCC-GARCH estimation.

Please help.

I know this command but don´t know how to add Residuals to it.

r1=rcor(fit1, type="cor")

2

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.