Deal all R users,
I am getting a warning message "negative inverted hessian matrix element in:
mvBEKK.est(weekly.return.all, order = c(2, 1))" while I am using
mvBEKK.estlibrary to estimate time varying Covariance matrix using
Bivariate Garch.
Can anyone please tell me in details why I am getting this message and what
is the remedy for that?
Sincerely yours,
Arun
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