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.
regards,
krishna
AGDCC model
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AGDCC model
by Krishna Reddy Ch on Sun Mar 25, 2012 12:24 am
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