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1
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10010326200
Saved in:
2
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
- In:
Econometrics
1
(
2013
)
1
,
pp. 115-126
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10010421297
Saved in:
3
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10010731695
Saved in:
4
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10010778696
Saved in:
5
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2013
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time- varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10010860070
Saved in:
6
Ten Things You Should Know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
- In:
Econometrics
1
(
2013
)
1
,
pp. 115-126
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10011031447
Saved in:
7
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (
DCC
)
representation
…
Persistent link: https://www.econbiz.de/10011255860
Saved in:
8
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767004
Saved in:
9
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2013
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10010907413
Saved in:
10
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
- In:
Econometrics : open access journal
1
(
2013
)
1
,
pp. 115-126
Conditional Correlation (
DCC
)
representation
for estimating and forecasting time-varying conditional correlations. The reasons …
Persistent link: https://www.econbiz.de/10009776381
Saved in:
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