{"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 C\u00f3pulas - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"4kizIm7mPW\"><a href=\"https:\/\/ricovictor.com\/index.php\/2020\/10\/17\/modelos-dcc-garch-copulas\/\">Modelos DCC-Garch C\u00f3pulas<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/ricovictor.com\/index.php\/2020\/10\/17\/modelos-dcc-garch-copulas\/embed\/#?secret=4kizIm7mPW\" width=\"600\" height=\"338\" title=\"\u00abModelos DCC-Garch C\u00f3pulas\u00bb \u2014 V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" data-secret=\"4kizIm7mPW\" 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\/10\/victor-a.rico-12.png","thumbnail_width":1280,"thumbnail_height":720,"description":"\ud83d\udc68\u200d\ud83d\udcbb Los Modelos DCC-GARCH-C\u00f3pulas pueden ser usados para crear carteras de inversi\u00f3n en diferentes activos financieros o tambi\u00e9n para hacer simulaciones a partir de ellos. La idea con estos modelos es conjuntar los modelos de volatilidad condicional por un lado con las c\u00f3pulas por otro,todo ello permitiendo crear una estructura que nos permita medir y &hellip;  Leer m\u00e1s &raquo;"}