Dynamic Conditional Correlation

Views Updated: Dec 15, 2025

Key Facts

Abbreviation
DCC
Pronunciation
/daɪˈnæmɪk kənˈdɪʃənəl ˌkɔrəˈleɪʃən/
Category
Academic & Science
Related Field
Statistics

Examples in Context

  1. Dynamic Conditional Correlation(DCC) among the A-share, the B-share and the H-share Markets in China
  2. This paper tests the hypothesis of asymmetric effects of exchange rate risk with a dynamic conditional correlation bivariate GARCH-M model.

Other meanings of DCC