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by malagesh
Thu Jan 06, 2011 11:33 pm
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89660

Re: Dynamic conditional correlation multivariate GARCH

does anybody know how to incorporate asymmetry in DCC-GARCH model? i will be grateful to you if somebody can provide me asymmetric DCC-GARCH programme?
thanking you

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