{"version":"1.0","provider_name":"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","provider_url":"https:\/\/ricovictor.com","author_name":"Victor A.Rico","author_url":"https:\/\/ricovictor.com\/index.php\/author\/admin\/","title":"Modelos DCC GARCH(Correlaci\u00f3n Din\u00e1mica Condicional) - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"8ViO9o9mOO\"><a href=\"https:\/\/ricovictor.com\/index.php\/2020\/08\/24\/modelos-dcc-garchcorrelacion-dinamica-condicional\/\">Modelos DCC GARCH(Correlaci\u00f3n Din\u00e1mica Condicional)<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/ricovictor.com\/index.php\/2020\/08\/24\/modelos-dcc-garchcorrelacion-dinamica-condicional\/embed\/#?secret=8ViO9o9mOO\" width=\"600\" height=\"338\" title=\"\u00abModelos DCC GARCH(Correlaci\u00f3n Din\u00e1mica Condicional)\u00bb \u2014 V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" data-secret=\"8ViO9o9mOO\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script>\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n<\/script>\n","thumbnail_url":"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/08\/fractal-1076735_640.jpg","thumbnail_width":640,"thumbnail_height":480,"description":"Los modelos DCC_GARCH, son un tipo de modelos econom\u00e9tricos que se pueden usar para medir,modelar y predecir la volatilidad en las series de manera din\u00e1mica. Sabemos que la volatilidad expresada estad\u00edsticamente por la varianza es un valor fijo,o un momento poblacional constante. Mediante estos modelos podemos generar una serie de tiempo que nos ayude a &hellip;  Leer m\u00e1s &raquo;"}