{"id":"https://openalex.org/keywords/dynamic-conditional-correlation","display_name":"dynamic conditional correlation","description":"Dynamic conditional correlation is a statistical approach for modeling time-varying correlations among financial or economic variables, commonly within multivariate GARCH models.","display_name_alternatives":["dynamic conditional correlations","dynamic conditional correlation model","DCC model","DCC"],"ids":{"openalex":"https://openalex.org/keywords/dynamic-conditional-correlation","wikidata":null},"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.6926,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.6926,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.1709,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"works_count":4008,"cited_by_count":62712,"works_api_url":"https://api.openalex.org/works?filter=keywords.id:keywords/dynamic-conditional-correlation","updated_date":"2026-10-19T04:06:21","created_date":"2026-09-30T00:00:00"}
