# Python 3.5.x+ sudo apt-get install python3-pip # Ubuntu/Debian based sudo yum install python3-pip # Fedora/CentOS based (RPM Yum based) sudo dnf install python3-pip # Fedora/CentOS based (RPM dnf ...
The dcc_garch package implements the Dynamic Conditional Correlation (DCC) framework proposed by Engle (2002) — a cornerstone in multivariate volatility modeling. It estimates time-varying covariance ...
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