AGDCC model

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Krishna Reddy Ch
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AGDCC model

Postby Krishna Reddy Ch » Sun Mar 25, 2012 12:24 am

Dear ALL,

I am using asymmetric dynamic conditional correlation (AGDCC) model for my research, if anyone having code for AGDCC, please share with me. I will be highly greatful for your kind help.

Looking forward for your response.


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