Computer Science, asked by nishaanoop2380, 10 months ago

Difference between dccc and ccc garch models

Answers

Answered by shivam120719

Explanation:

GARCH–DCC is a GARCH model framework with a dynamic correlation estimator, whereas GARCH–CCC is a GARCH model framework with a constant correlation estimator. ... correlation. 6 This stands for generalized autoregressive conditional heteroscedasticity–constant conditional. correlation.

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