{
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  "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<doi:10.1080/07350015.2013.771027>, the DCC-MIDAS of Colacito\net al. (2011) <doi:10.1016/j.jeconom.2011.02.013>, the\nAsymmetric DCC of Cappiello et al.\n<doi:10.1093/jjfinec/nbl005>, and the Dynamic Equicorrelation\n(DECO) of Engle and Kelly (2012)\n<doi:10.1080/07350015.2011.652048>. 'dccmidas' offers the\npossibility of including standard GARCH\n<doi:10.1016/0304-4076(86)90063-1>, GARCH-MIDAS\n<doi:10.1162/REST_a_00300> and Double Asymmetric GARCH-MIDAS\n<doi:10.1016/j.econmod.2018.07.025> models in the univariate\nestimation. Moreover, also the scalar and diagonal BEKK\n<doi:10.1017/S0266466600009063> 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",
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  "Author": "Vincenzo Candila [aut, cre]",
  "Maintainer": "Vincenzo Candila <vcandila@unisa.it>",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2024-02-22 02:29:50 UTC",
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  "_published": "2026-05-24T06:34:11.582Z",
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    "dccmidas_mat_est",
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    "deco_mat_est",
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    "plot_dccmidas",
    "print.dccmidas",
    "QMLE_sd",
    "riskmetrics_mat",
    "sBEKK_loglik",
    "sBEKK_mat_est",
    "summary.dccmidas"
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      "page": "bekk_fit",
      "title": "BEKK fit",
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      ]
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    {
      "page": "cov_eval",
      "title": "Var-cov matrix evaluation",
      "topics": [
        "cov_eval"
      ]
    },
    {
      "page": "dcc_fit",
      "title": "DCC fit (first and second steps)",
      "topics": [
        "dcc_fit"
      ]
    },
    {
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      "title": "Matrix determinant",
      "topics": [
        "Det"
      ]
    },
    {
      "page": "ftse100",
      "title": "FTSE 100 data",
      "topics": [
        "ftse100"
      ]
    },
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      "topics": [
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    },
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      "topics": [
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      "topics": [
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