{ "_id": "6a12b900acfb0bcc41d1b72a", "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": "0.1.2", "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. Moreover, also the scalar and diagonal BEKK\n models can be estimated.\nFinally, the package calculates also the var-cov matrix under\ntwo non-parametric models: the Moving Covariance and the\nRiskMetrics specifications.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.3", "RdMacros": "Rdpack", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-24 08:30:16 UTC", "User": "root" }, "Author": "Vincenzo Candila [aut, cre]", "Maintainer": "Vincenzo Candila ", "Config/pak/sysreqs": "cmake make libssl-dev", "Repository": "https://vincenzocandila.r-universe.dev", "Date/Publication": "2024-02-22 02:29:50 UTC", "RemoteUrl": "https://github.com/cran/dccmidas", "RemoteRef": "HEAD", "RemoteSha": "a7554a7d8b695e09fab346ec43e7807eb5150948", "MD5sum": "74a4622dd993263617ed6aa4a674fbc2", "_user": "vincenzocandila", "_type": "src", "_file": "dccmidas_0.1.2.tar.gz", "_fileid": "3b58aedf20ff9457460ad547dffbd11b6e4c4366d3d4a4d42621b4d8b0e447c3", "_filesize": 498096, 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