各位大神们:
初次接触GARCH模型,遇到好多不明白的问题,希望大家多多帮助。
简单陈述一下我的问题:希望能通过DCC-GARCH模型来计算一下四组时间序列之间的波动溢出效应,但是自己选取的时间序列中有负数,而且用matlab工具箱求解的时候还出现了一些问题,主要是根本看不懂工具箱里面的程序,很捉急。
恳请大家多多帮忙。
Warning: feval on script names will not work, or may work differently,
in a future version of MATLAB. To make your code insensitive to any change
and to suppress this warning message:
- Either change the script to a function.
- Or use eval instead of feval.
The script file in question is fmincon.
> In optimset at 135
In dcc_mvgarch at 77
??? Error using ==> optimset at 137
No default options available for the function 'fmincon'.
Error in ==> dcc_mvgarch at 77
options=optimset('fmincon');