A one line derivation of DCC : application of a vector random coefficient moving average process
Year of publication: |
2014
|
---|---|
Authors: | Hafner, Christian M. ; McAleer, Michael |
Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
Subject: | Korrelation | Correlation | Varianzanalyse | Analysis of variance | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
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