Search Results - subject:"Covariance Models"

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Improved Covariance Model Parameter Estimation Using RNA Thermodynamic Properties

Smith, Jennifer A.; Wiese, Kay C. - 2007

Covariance models are a powerful description of non-coding RNA (ncRNA) families that can be used to search nucleotide …

Persistent link: https://www.econbiz.de/10009431825

The persistence and asymmetry of time-varying correlations

Baur, Dirk - 2002

Existing multivariate GARCH models either impose strong restrictions on the parameters or do not guarantee a well-defined (positive definite) covariance matrix. We focus on the multivariate GARCH model of Baba, Engle, Kraft and Kroner (BE=) and show that the covariance and correlation is not...

Persistent link: https://www.econbiz.de/10010305051

The persistence and asymmetry of time-varying correlations

Baur, Dirk - Wirtschaftswissenschaftlichen Fakultät, … - 2002

Persistent link: https://www.econbiz.de/10009151399