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Aug 19th, 2019
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  1. cny<-diff(log(data$X.U.FEFF..CNY.USD))
  2. eur<-diff(log(data$EUR.USD))
  3. cny<-cny*100
  4. eur<-eur*100
  5. ts.eur<-ts(eur)
  6. ts.cny<-ts(cny)
  7. rate<-ts.union(ts.cny,ts.eur)
  8. m1=dccPre(rate,include.mean=T,p=0)
  9. names(m1)
  10. rate1=m1$sresi
  11. Vol=m1$marVol
  12. m2=dccFit(rate1)
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