Compara mètodes

	Model DCC-GARCH robust (Robust DCC-GARCH)	Model GARCH (Previsió de la Volatilitat)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2002–2021	1986
Autor original	Engle (2002) for DCC; robust extensions by Pakel, Shephard, Sheppard, and Engle (2021)	Tim Bollerslev
Tipus	Multivariate volatility model with robust estimation	Conditional volatility model
Font seminal	Engle, R. F. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business and Economic Statistics, 20(3), 339–350.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
Àlies	robust DCC-GARCH, robust dynamic conditional correlation, outlier-robust DCC, composite-likelihood DCC-GARCH	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
Relacionats	6	5
Resum	The Robust DCC-GARCH model extends Engle's (2002) Dynamic Conditional Correlation framework by replacing standard quasi-maximum likelihood estimation with outlier-resistant or composite-likelihood techniques. This preserves accurate time-varying correlation estimation even when financial return data contain extreme observations, heavy tails, or structural irregularities.	The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, introduced by Tim Bollerslev in 1986, models the time-varying conditional variance of a financial time series. It captures volatility clustering and the ARCH effect, and is the standard tool for estimating risk and volatility in return series.