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From: Sommaa Dhanaraj on 1 Dec 2009 07:02
Hi..

can u please throw me some light on using this ucsd-garch toolbox..? i too need to calculate correlations on between stock returns.

Thanks
Sowmya

"Dima R" <ribchick(a)hotmail.com> wrote in message <gk7ulh$i6m$1(a)fred.mathworks.com>...
> Hi,
> i am doing some research on the correlations between exchange rates. I used the uscd-garch toolbox to compute the parameters for the dynamical correlations model but it lacks a tool for forecasting future correalations.... if somebody has a matlab code for forecasting with dcc model or know where to get it please post it here.
>
> thx
>
> Regards
> Dima
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