the paper is to derive a simple test for causality in volatility that provides regularity conditions arising from the …

the MALMX model, with dynamic conditional correlations, appropriate regularity conditions, and associated asymptotic … estimation. The underlying vector random coefficient autoregressive process, which has well established regularity conditions and … the Hadamard, triangular or full BEKK models, has regularity conditions and asymptotic properties. Various special cases …

regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid …

moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic … properties; DCC is not a special case of GARCC, which has testable regularity conditions and standard asymptotic properties; DCC …

moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic … properties; DCC is not a special case of GARCC, which has testable regularity conditions and standard asymptotic properties; DCC …

moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic … properties; DCC is not a special case of GARCC, which has testable regularity conditions and standard asymptotic properties; DCC …

moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic … properties; DCC is not a special case of GARCC, which has testable regularity conditions and standard asymptotic properties; DCC …