Stationarity and Invertibility of a Dynamic Correlation Matrix
Year of publication: |
2017
|
---|---|
Authors: | McAleer, Michael |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Stationarität | Stationarity | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 11, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3035354 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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