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  "Title": "Estimating a (c)DCC-GARCH Model in Large Dimensions",
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  "Description": "Functions for Estimating a (c)DCC-GARCH Model in large\ndimensions based on a publication by Engle et,al (2017)\n<doi:10.1080/07350015.2017.1345683> and Nakagawa et,al (2018)\n<doi:10.3390/ijfs6020052>. This estimation method is consist of\ncomposite likelihood method by Pakel et al. (2014)\n<http://paneldataconference2015.ceu.hu/Program/Cavit-Pakel.pdf>\nand (Non-)linear shrinkage estimation of covariance matrices by\nLedoit and Wolf (2004,2015,2016).\n(<doi:10.1016/S0047-259X(03)00096-4>, <doi:10.1214/12-AOS989>,\n<doi:10.1016/j.jmva.2015.04.006>).",
  "License": "GPL (>= 2)",
  "Author": "Kei Nakagawa [aut, cre]\n(<https://orcid.org/0000-0001-5046-8128>), Mitsuyoshi Imamura\n[aut]",
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      ]
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      "title": "This function estimates the parameters(alpha,beta) and time-varying correlation matrices(Rt) of cDCC-GARCH model.",
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        "cdcc_estimation"
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