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Dynamic Conditional Correlation

Model AIO:DynamicConditionalCorrelation NOT_REVIEWED
A model that allows for time-varying correlations between different time series, used in financial econometrics to model and forecast covariances.
Ontology IRI: https://w3id.org/aio/DynamicConditionalCorrelation

Ontology Structure & Relationships

Parent Classes
Branches
Model

Annotations & Sources

Synonyms:
  • DCC exact
Subsets:
  • https://w3id.org/aio/ModelSubset

Import Provenance & Upstream Synchronization

Source Repo: AIO GitHub
Release Version: aio.json
Commit: 397851c547…
License: CC-BY-4.0
Imported At: 2026-10-10T07:34:10Z
SHA256: 8f741d71408c…
Source File: data/aio/DynamicConditionalCorrelation.yaml