Lorenzo Orlando
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Answer 1 question that was unanswered for more than 30 days
Awarded to Lorenzo Orlando on 20 Jul 2017
Provide your first answer ever to someone else's question
Awarded to Lorenzo Orlando on 20 Jul 2017
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How to interpret the outputs of DCC Multivariate GARCH
VCV is the correlation matrix of parameters, needed to calculate standard errors as sqrt(diag(VCV)).
7 years ago | 0
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