This seems squarely in the "asking for statistical expertise" area, rather than
the "how do I make R implement this theory I understand" area, so it is off
topic on this mailing list. You might be in better company on Stack Exchange.
On August 22, 2019 5:55:43 AM PDT, Tommaso Ferrari wrote:
>De
Dear all,
I was analyzing and implementing the DCC model (Dynamic Conditional
Correlation) for the one-day forecast calculation of the
variance-covariance matrix of a system consisting of, approximately,
30 stocks. For each title I consider a historical series of logarithmic
daily returns of 250 sa
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