Hi, I am in the first step of estimating DCC GARCH, but I have a trouble with the function "ugarchspec".
When I entered the code:
garch11.spec=ugarchspec(mean.model=list(armaorder=c(0,0)),variance.model=list(garchorder=c(1,1),model="sGARCH"),distribution.model="norm").
The result is ...could not find function "ugarchspec" although I installed package "ugarch".
Can anyone help me please?