Dear All,
I want to estimate Bivariate Garch Model using MGARCHBEKK package. I am not
able to understand some part of the command this function.
mvBEKK.est(eps=lrdata, order = c(1,1), params = NULL,
fixed = NULL, method = "BFGS", verbose = F)
Here what exactly the eps refers to ? It would be really useful if somebody
can suggest me the meaning.
With regards,
Upananda
--
You may delay, but time will not.
Research Scholar
alternative mail id: up...@iitkgp.ac.in
Department of HSS, IIT KGP
KGP
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