On the optimal estimating function method for conditional correlation models
Yi-Ting Chen
| Year of publication: |
2015
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|---|---|
| Authors: | Chen, Yi-ting |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 1, p. 83-125
|
| Subject: | conditional correlation models | Gaussian QML method | OptEF method | two-step method | Korrelation | Correlation | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519661