. The paper shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives … the stationarity and invertibility conditions of the DCC model. The derivation of DCC from a vector random coefficient … moving average process raises three important issues, as follows: (i) demonstrates that DCC is, in fact, a dynamic …

. The paper shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives … the stationarity and invertibility conditions of the DCC model. The derivation of DCC from a vector random coefficient … moving average process raises three important issues, as follows: (i) demonstrates that DCC is, in fact, a dynamic …

shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives the … stationarity and invertibility conditions. The derivation of DCC from a vector random coefficient moving average process raises …

obtained from a vector random coefficient moving average process, and derives the stationarity and invertibility conditions …. The derivation of DCC from a vector random coefficient moving average process raises three important issues: (i …

shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives the … stationarity and invertibility conditions. The derivation of DCC from a vector random coefficient moving average process raises …

shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives the … stationarity and invertibility conditions. The derivation of DCC from a vector random coefficient moving average process raises …

shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives the … stationarity and invertibility conditions. The derivation of DCC from a vector random coefficient moving average process raises …