DCC Model p values

Python
1

Hey, How do I obtain the p values for the pairwise correlation in the DCC model?

2

Hi,

I don’t think there there is a p-value for the pair wise correlation because it is just that, a correlation measure. The “uncertainly” is already captured in the number.
What hull hypothesis would the p-value be against?

The DCC parameters would have p-values etc

Hope this helps
Tino