https://ideas.repec.org/p/tin/wpaper/20130078.html
Ten Things you should know about the Dynamic Conditional Correlation Representation
Downloadable! See the publication in Econometrics (2013). Volume 1(1), pages 115-126. The purpose of the paper is to discuss ten things potential users should...
things you should know aboutconditional correlationten
https://ideas.repec.org/p/nbr/nberwo/8554.html
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH
Downloadable! In this paper, we develop the theoretical and empirical properties of a new class of multi-variate GARCH models capable of estimating large...
conditional correlationtheoreticalempiricalpropertiesdynamic
https://arxiv.org/abs/2506.10628
[2506.10628] Leveraging Low-rank Factorizations of Conditional Correlation Matrices in Graph...
Abstract page for arXiv paper 2506.10628: Leveraging Low-rank Factorizations of Conditional Correlation Matrices in Graph Learning
https://ideas.repec.org/a/taf/apeclt/v14y2007i7p503-509.html
On the application of the dynamic conditional correlation model in estimating optimal time-varying...
Downloadable (with restrictions)! This article applies the dynamic conditional correlation model of Engle (2002) with error correction terms in order to...