Explain the methodology/ process of the DCC- GARCH model step by step. Can use Engle (2002) to explain the process. The dcc- GARCH model has been used to prove existence of contagion in stock markets in countries.
Explain the methodology/ process of the DCC- GARCH model step by step. Can use Engle (2002) to explain the process. The dcc- GARCH model has been used to prove existence of contagion in stock markets in countries.
