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	क्वांटाइल-ऑन-क्वांटाइल (क्यूक्यू) रिग्रेशन	डीसीसी-गार्ग मॉडल (डायनामिक कंडीशनल कोरिलेशन)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	2015	2002
प्रवर्तक	Sim and Zhou	Robert F. Engle
प्रकार	Nonparametric quantile regression	Multivariate volatility model
मौलिक स्रोत	Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8.	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.
उपनाम	QQ regression, QQ approach, quantile-on-quantile approach, nonparametric quantile regression	DCC-GARCH, Dynamic Conditional Correlation GARCH, Engle DCC model, multivariate DCC
संबंधित	6	5
सारांश	Quantile-on-quantile regression is a nonparametric technique that estimates how the quantiles of one variable depend on the quantiles of another. By combining standard quantile regression with local linear smoothing, it produces a full two-dimensional surface of slope coefficients indexed by both the quantile of the outcome and the quantile of the predictor, revealing heterogeneous and asymmetric dependency structures invisible to standard regression.	The DCC-GARCH model, introduced by Engle (2002), extends univariate GARCH to capture time-varying correlations between multiple financial time series. It decomposes the multivariate conditional covariance matrix into individual volatility processes and a dynamic correlation matrix, allowing correlations to fluctuate over time while remaining computationally tractable even with many series.