DCC_GARCH

A first try to implement DCC GARCH to estimate dynamic correlation between 2 assets.

Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
.gitignore		.gitignore
README.md		README.md
config.py		config.py
data.py		data.py
dcc.py		dcc.py
dcc_garch.ipynb		dcc_garch.ipynb
garch.py		garch.py
main.py		main.py
plotting.py		plotting.py

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