DCC.rar

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本附件包括：

• Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH.pdf
• Transmission of Liquidity Shocks_Evidence from the 2007 Subprime Crisis.pdf
• Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns.pdf
• Evaluating the Specification of Covariance Models for Large Portfolios.pdf
• Fitting and Testing Vast Dimensional Time-Varying Covariance Models.pdf
• Fitting Vast Dimensional Time-Varying Covariance Models.pdf
• Multi-step estimation of Multivariate GARCH models.pdf