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Hi, thank you for your answer. Now, I'm asking some questions about my model. My goal is to analyse the evolution of the links between stock volatility and commodity volatility using a DCC GARCH model. So, what do I need to use ? The conditional correlations or the conditional variances ? How do we ...

Hello, I try to use the add-in and I have one question about it. There are two parameters in the model of engle: alpha and beta. IF Alpha + Beta tends to 1, then the correlations are persistent. I can't find in the "files" : dccout, rho ... created by the add-in the value of theses paramet...

Hello, I'm a student in finance. I'm french, so excuse me if it's not a perfect english. I have to build up a model to model the movements of the conditionnal correlations in the time where correlations are time varying. I make my project on e-views. I need to create a GARCH DDC Model . I don't unde...