Dynamic Conditional Correlation (Engle's model)?
An embedded and charset-unspecified text was scrubbed... Name: not available Url: https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20070414/02768eae/attachment.pl
An embedded and charset-unspecified text was scrubbed... Name: not available Url: https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20070414/02768eae/attachment.pl