conditional covariance model of the returns shocks rather than a dynamic conditional correlation model; (ii) provides the … moving average process raises three important issues, as follows: (i) demonstrates that DCC is, in fact, a dynamic …

conditional covariance model of the returns shocks rather than a dynamic conditional correlation model; (ii) provides the … moving average process raises three important issues, as follows: (i) demonstrates that DCC is, in fact, a dynamic …

three important issues: (i) demonstrates that DCC is, in fact, a dynamic conditional covariance model of the returns shocks …

) demonstrates that DCC is, in fact, a dynamic conditional covariance model of the returns shocks rather than a dynamic conditional …

three important issues: (i) demonstrates that DCC is, in fact, a dynamic conditional covariance model of the returns shocks …

three important issues: (i) demonstrates that DCC is, in fact, a dynamic conditional covariance model of the returns shocks …