Caporin, Massimiliano; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 1, pp. 115-126
Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons … properties; DCC is not a special case of Generalized Autoregressive Conditional Correlation (GARCC), which has testable …