matlab code for structural breaks in DCC GARCH

[nandini srivastava]

Dear Kevin Sir

I am an MPhil student at the University of Cambridge and am in the process
of doing my dissertation. I am analysing the transmission of shocks in
international asset markets using a DCC GARCH. I was very keen on exploring
structural breaks within the data. I found your paper, "Asymmetric dynamics
in the correlations of global equity and bond returns", very helpful.
However, i am having trouble writing a code for finding a structural break
in the data.

I wanted to humbly request if you could give me any guidance on writing
this code. I would be very grateful for your advice and help on this.

Thank you so much for your time and consideration. Please accept my
apologies for pressing on your time.

Kindest Regards
Nandini Srivastava

[YUQIAN]

"nandini srivastava" <nandi...@yahoo.com> wrote in message <h6mqio$oge$1...@fred.mathworks.com>...

Hi, currently, I also have such kinds of questions on structural break in DCC codes. Can I ask how you solve this problem eventually? Thank you very much.

Kind regards,
Ben