Description Usage Arguments Value Note

This function get the correlation matrix (Rt) of estimated DCC-GARCH model.

1 | ```
dcc_correlations(param, stdresids, uncR, ts)
``` |

`param` |
DCC-GARCH parameters(alpha,beta) |

`stdresids` |
matrix of standrdized(De-GARCH) residual returns (T by N) |

`uncR` |
unconditional correlation matrix of stdresids (N by N) |

`ts` |
ts how many time series are you taking |

the correlation matrix (Rt) of estimated DCC-GARCH model (T by N^2)

Rt are vectorized values of the conditional correlation matrix(Rt) until time t(ts) for each row.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.