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- cny<-diff(log(data$X.U.FEFF..CNY.USD))
- eur<-diff(log(data$EUR.USD))
- cny<-cny*100
- eur<-eur*100
- ts.eur<-ts(eur)
- ts.cny<-ts(cny)
- rate<-ts.union(ts.cny,ts.eur)
- m1=dccPre(rate,include.mean=T,p=0)
- names(m1)
- rate1=m1$sresi
- Vol=m1$marVol
- m2=dccFit(rate1)
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