Hi there, I was wondering, what are the pros and cons of constant conditional correlation (CCC) model

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Hi there, I was wondering, what are the pros and cons of constant conditional correlation (CCC) model of Bollerslev vs the RIskMetrics?

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Posted Date: May 19, 2024 12:01 PM

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Hi there, I was wondering, what are the pros and cons of constant conditional correlation (CCC) model

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