{ "_id": "6ac8cf23de46216d5edd7a47", "Package": "dccmidas", "Type": "Package", "Title": "DCC Models with GARCH and GARCH-MIDAS Specifications in the\nUnivariate Step, RiskMetrics, Moving Covariance and Scalar and\nDiagonal BEKK Models", "Version": "0.1.3", "Authors@R": "person(\"Vincenzo\", \"Candila\", email=\"vcandila@unisa.it\", role=c(\"aut\", \"cre\"))", "Description": "Estimates a variety of Dynamic Conditional Correlation\n(DCC) models. More in detail, the 'dccmidas' package allows the\nestimation of the corrected DCC (cDCC) of Aielli (2013)\n, the DCC-MIDAS of Colacito\net al. (2011) , the\nAsymmetric DCC of Cappiello et al.\n, and the Dynamic Equicorrelation\n(DECO) of Engle and Kelly (2012)\n. 'dccmidas' offers the\npossibility of including standard GARCH\n, GARCH-MIDAS\n and Double Asymmetric GARCH-MIDAS\n models in the univariate\nestimation. 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