DCC Weighted Estimation

Usage

estimate_garch_weighted_dcc(
  residuals,
  weights,
  spec,
  diagnostics = NULL,
  iteration = NULL,
  state = NULL,
  verbose = FALSE,
  dcc_threshold = 0.02,
  dcc_criterion = "bic",
  force_constant = FALSE
)

Arguments

residuals: residuals
weights: weights
spec: spec
diagnostics: diagnostics
iteration: iteration
state: state
verbose: verbose
dcc_threshold: dcc_threshold
dcc_criterion: dcc_criterion
force_constant: force_constant