[R] DCC-GARCH model and AR(1)-GARCH(1,1) regression model

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - SP500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for

[R] DCC-GARCH model and AR(1)-GARCH(1,1) regression model

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - SP500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for