Dynamic Conditional Correlation

Job ID: 33901420

Budget: €30 – €250 EUR

We have 2 database already that we have already modeled by GARCH. We only need to compute the DCC of those data base. The first database concerns government bonds and we want the DCC between the 4 countries (BRIC), one in relation to the other. The second database stock market indexes and we want the DCC between the 4 countries (BRIC), one in relation to the other.

We need the results in 2-3 days maximum.