I applied DCC model, got the residuals & Standardized residuals.
by residuals I got good copula estimation but standardized residuals still no correlations.
can I use "residuals" in my paper?
Standard BEKK & Triangular BEKK
Re: stand. BEKK & Trigonal. BEKK
Obviously, I can't answer the last question (since it's your paper and I don't know what you're trying to do). However, what's the point of running the GARCH model if you ignore the variances that it calculates? The (non-standardized) residuals won't be that much different from what you would get by taking the means out of the original data.omid_ie wrote:I applied DCC model, got the residuals & Standardized residuals.
by residuals I got good copula estimation but standardized residuals still no correlations.
can I use "residuals" in my paper?