//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Wishart process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Matrix-Exponential"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Wishart process
Theorie
11
Theory
11
Autocorrelation
7
Autokorrelation
7
Estimation theory
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Asymmetry
6
Matrix exponential
6
Spatial autoregressive model
6
Volatility
6
Volatilität
6
matrix exponential
6
Bayes-Statistik
5
Bayesian inference
5
Matrix exponential spatial specification
5
Regional economics
5
Regionalökonomik
5
Capital income
4
Capital market returns
4
Kapitaleinkommen
4
Kapitalmarktrendite
4
Markov chain
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Bayesian estimation
3
Correlation
3
Dynamic covariance matrix
3
EGARCH
3
Finite sample properties
3
Forecasting performance
3
GJR
3
GMM
3
Korrelation
3
Linear algebra
3
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Language
All
English
1
Undetermined
1
Author
All
Asai, Manabu
2
McAleer, Michael
2
Institution
All
Department of Economics and Finance, College of Business and Economics
1
Institute of Economic Research, Kyoto University
1
Published in...
All
KIER Working Papers
1
Working Papers in Economics
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (WDCC) model and the
Matrix-Exponential
…
Persistent link: https://www.econbiz.de/10008764127
Saved in:
2
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2010
The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (WDCC) model and the
Matrix-Exponential
…
Persistent link: https://www.econbiz.de/10008764018
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->