I created 100 random time-series and would like to fit the DCC-GARCH model on them using the following codes, but I got the error "1:m argument of length 0". Where went wrong?
#generate 100 time series via rnorm() set.seed(1023172) t
See these links:
https://stackoverflow.com/questions/68774198/error-1m-argument-of-length-0-while-fitting-dcc-garch-model
https://stat.ethz.ch/pipermail/r-sig-finance/2015q1/013207.html
https://stat.ethz.ch/pipermail/r-sig-finance/2015q1/013206.html
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