Linganisha mbinu

	Umuundo wa Kujirudia kwa Kujitegemea wenye Masharti ya Ugomvi (GARCH)	DCC-GARCH (Uhusiano Unaobadilika wa Masharti)
Nyanja	Ekonometriki	Fedha
Familia	Regression model	Regression model
Mwaka wa asili	1986	2002
Mwanzilishi	Tim Bollerslev	Robert F. Engle
Aina	Conditional volatility model	Multivariate volatility model
Chanzo asilia	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.	Engle, R. (2002). Dynamic Conditional Correlation: A Simple Class of Multivariate GARCH Models. Journal of Business & Economic Statistics, 20(3), 339-350.
Majina mbadala	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli	dynamic conditional correlation, Engle DCC, multivariate GARCH, DCC-GARCH — Dinamik Koşullu Korelasyon
Zinazohusiana	5	5
Muhtasari	GARCH is an econometric model for the time-varying volatility of financial time series, introduced by Tim Bollerslev in 1986 as a generalisation of Engle's ARCH model. It treats the conditional variance as a function of past squared shocks and past variances, capturing the volatility clustering seen in returns.	DCC-GARCH is Engle's (2002) multivariate volatility model that lets the correlations between several assets change over time. A separate univariate GARCH model is fitted to each series, and then the dynamic correlation matrix is estimated in a second, separate step.