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s-broda committed Oct 9, 2019
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Expand Up @@ -28,7 +28,7 @@ where
```math
Q_{t} \equiv\bar{Q}(1-\bar\alpha-\bar\beta)+\sum_{i=1}^{p} \beta_iQ_{t-i}+\sum_{i=1}^{q}\alpha_i\epsilon_{t-i}\epsilon_{t-i}^\mathrm{\scriptsize T},
```
``\bar{\alpha}\equiv\sum_{i=1}^q\alpha_i``, ``\bar{\beta}\equiv\sum_{i=1}^q\beta_i``, ``\epsilon_{t}\equiv D_t^{-1}a_t$, $Q_{t}=\mathrm{cov}
``\bar{\alpha}\equiv\sum_{i=1}^q\alpha_i``, ``\bar{\beta}\equiv\sum_{i=1}^q\beta_i``, ``\epsilon_{t}\equiv D_t^{-1}a_t$``, ``Q_{t}=\mathrm{cov}
(\epsilon_t|F_{t-1})``, and ``\bar{Q}=\mathrm{cov}(\epsilon_{t})``.

It is available as `DCC{p, q}`. The constructor takes as inputs ``\bar{Q}``, a vector of coefficients, and a vector of `UnivariateARCHModel`s:
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