[R] About DCC-garch model...

[windseav]

Hi Arun, thank you so much for your reply. 

I have tried to use cor() function in R to calculate the unconditional
correlation matrix of my time series, but it is not the same as the
calculated first period Dynamic Conditional Correlation matrix by the
function dcc.estimation...I don't know why....

Besides, is this function very slow, because of the optimization methods? I
tried 30 time series with 771 time periods, and the function runned for one
and half hours under the windows and even cannot get a result...

Thank you!!  

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