coldpolaris 发表于 2010-12-25 20:16
用logl物件即可...

logl dcc_sdcca
dcc_sdcca.append @logl logl
dcc_sdcca.append param c(1) 0.05
dcc_sdcca.append param c(2) 0.9
dcc_sdcca.append @byeqn
dcc_sdcca.append h1=@nan(1-c(1)-c(2)+c(1)*y1(-1)^2+c(2)*h1(-1),1)
dcc_sdcca.append h2=@nan(1-c(1)-c(2)+c(1)*y2(-1)^2+c(2)*h2(-1),1)
dcc_sdcca.append h12=@nan(w12*(1-c(1)-c(2))+c(1)*y1(-1)*y2(-1)+c(2)*h12(-1),w12)
dcc_sdcca.ml(m=500, c=1e-5)
series cov_sdcca=corr_sdcca*@sqrt(hha1*hha2)