[R] DCC-GARCH model

[vnatanel]

Dear Marcin, 


This document should clarify your questions:
http://www.google.be/url?sa=t&rct=j&q=ccgarch%3A%20an%20r%20package%20for%20building%20multivariate%20garch&source=web&cd=1&ved=0CCMQFjAA&url=http%3A%2F%2Fhhs.diva-portal.org%2Fsmash%2Fget%2Fdiva2%3A320449%2FFULLTEXT02&ei=8V1GT_uDDcLq8QOWyqSwDg&usg=AFQjCNE36DZu4qWOK-5AlZXhlDaT_sZ1sg&sig2=Z-dnG2bprPpL1FxtAuUCeA


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