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I am using R code to estimate the DCC garch as follow:
mod2 <- ugarchspec(mean.model = list(armaOrder = c(0,0)),variance.model = list(model = "gjrGARCH",garchOrder=c(1,1)), distribution.model = "sstd")
dcc.garch = dccspec(uspec = multispec(replicate(3, mod2)), dccOrder = c(1, 1), distribution = "mvt")
dcc.fit <- dccfit(dcc.garch, data = Return_daily)
dcc.fit
But I don't know what the code for CCC is, and how to conclude which model outperforms the other? Anyone please help me