{"id":916,"date":"2020-10-17T20:30:32","date_gmt":"2020-10-17T20:30:32","guid":{"rendered":"https:\/\/ricovictor.com\/?p=916"},"modified":"2026-01-29T22:04:44","modified_gmt":"2026-01-29T22:04:44","slug":"modelos-dcc-garch-copulas","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2020\/10\/17\/modelos-dcc-garch-copulas\/","title":{"rendered":"Modelos DCC-Garch C\u00f3pulas"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"916\" class=\"elementor elementor-916\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-40f8edc2 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"40f8edc2\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-5ed23418\" data-id=\"5ed23418\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-4e8cab90 elementor-widget elementor-widget-spacer\" data-id=\"4e8cab90\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-7a078da9 elementor-widget elementor-widget-text-editor\" data-id=\"7a078da9\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>\ud83d\udc68\u200d\ud83d\udcbb Los <strong>Modelos DCC-GARCH-C\u00f3pulas<\/strong> pueden ser usados para crear carteras de inversi\u00f3n en diferentes activos financieros o tambi\u00e9n para hacer simulaciones a partir de ellos.<\/p><p>La idea con estos modelos es conjuntar los modelos de <a href=\"https:\/\/ricovictor.com\/index.php\/2020\/08\/24\/modelos-dcc-garchcorrelacion-dinamica-condicional\/\"><strong>volatilidad condicional<\/strong><\/a> por un lado con las c\u00f3pulas por otro,todo ello permitiendo crear una estructura que nos permita medir y simular el riesgo de manera<strong> multidimensional<\/strong>.<\/p><p>Aqu\u00ed tienes el Webinar Completo donde explico u m\u00e9todo para crear carteras usando estos modelos \ud83d\udc47\ud83d\udc47<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-7fb5268c elementor-widget elementor-widget-spacer\" data-id=\"7fb5268c\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-4625c35c elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"4625c35c\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-20860fe4\" data-id=\"20860fe4\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-ad14024 elementor-widget elementor-widget-video\" data-id=\"ad14024\" data-element_type=\"widget\" data-settings=\"{&quot;youtube_url&quot;:&quot;https:\\\/\\\/www.youtube.com\\\/watch?v=OMjnDnGJOqY&amp;t=22s&quot;,&quot;video_type&quot;:&quot;youtube&quot;,&quot;controls&quot;:&quot;yes&quot;}\" data-widget_type=\"video.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-wrapper elementor-open-inline\">\n\t\t\t<div class=\"elementor-video\"><\/div>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-37d38479 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"37d38479\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-4983ce88\" data-id=\"4983ce88\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-24176b17 elementor-widget elementor-widget-heading\" data-id=\"24176b17\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h3 class=\"elementor-heading-title elementor-size-large\">OTROS CURSOS QUE TE AYUDAR\u00c1N<\/h3>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-620e3a3e elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"620e3a3e\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-2b047a30\" data-id=\"2b047a30\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-63e69d78 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"63e69d78\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xl\" href=\"https:\/\/ricovictor.com\/index.php\/carteras-de-inversion\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">CARTERAS DE INVERSI\u00d3N <br>EN R<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-59df18a3\" data-id=\"59df18a3\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-62a3b175 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"62a3b175\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xl\" href=\"https:\/\/ricovictor.com\/index.php\/iniciacion-al-arbitraje-estadistico\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">INICIACI\u00d3N AL ARBITRAJE EN FOREX<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>\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;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2020\/10\/17\/modelos-dcc-garch-copulas\/\"> <span class=\"screen-reader-text\">Modelos DCC-Garch C\u00f3pulas<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":1,"featured_media":920,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[2,24],"tags":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Modelos DCC-Garch C\u00f3pulas - V\u00edctor A. 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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; Modelos DCC-Garch C\u00f3pulas Leer m\u00e1s &raquo;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/ricovictor.com\/index.php\/2020\/10\/17\/modelos-dcc-garch-copulas\/\" \/>\n<meta property=\"og:site_name\" content=\"V\u00edctor A. 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