We consider two multivariate long-memory ARCH models, which extend the univariate long-memory ARCH models, we first consider a long-memory extension of the restricted constant conditional correlations (CCC) model introduced by Bollerslev (1990), and we propose a new unrestricted conditional...

Correspondence analysis (CA) is a descriptive method which allows us to analyze and to XploRe the structure of contingency tables (or, by extension, non-negative tables where rows and columns are the entities of interest). It is similar to principal cornponent analysis (PCA) in the sense that,...