dynamic-conditional-correlation 开源项目推荐（2 个）

OnnoKampman /FCEst

Methods for estimating time-varying functional connectivity (TVFC)

chirindaopensource /how_trade_policy_uncertainty_alters_stock_tbill_relationships

End-to-End Python implementation of Lacava's (2026) "Shifting Correlations" research. Features Numba-compiled GJR-GARCH volatility filtering, augmented DCC-X framework with exogenous Trade Policy Uncertainty integration, structural break testing, out-of-sample GMV optimization, and Model Confidence Set validation.