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BIVARIATE GARCH BEKK

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Dr Trubador,

I am having an issue with the estimation of the 10 minutes interval in the second sample period.
The error message is "Attempt to raise a negative number to a non integer power -
Missing data generated in "SERIES STRES1 = RES1 /(VAR_R1 ^ .5)"

Please how can I resolve this?

Thank you.



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