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  • Search: subject:"Regularity Conditions"
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Year of publication
Subject
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regularity conditions 25 Regularity conditions 18 BEKK 16 Asymptotic properties 14 GARCC 14 asymptotic properties 12 Theorie 11 Theory 9 Assumed properties 8 Conditional correlations 8 Conditional covariances 8 Derived model 8 Diagnostic check 8 Stated representation 8 ARCH model 7 ARCH-Modell 7 DCC 7 DCC representation 7 Filter 7 Moments 7 Two step estimators 7 filter 7 moments 7 two step estimators 7 assumed properties 6 conditional correlations 6 conditional covariances 6 derived model 6 diagnostic check 6 stated representation 6 Conditional volatility 5 Mathematical programming 5 Mathematische Optimierung 5 Korrelation 4 Lagrangian dual 4 Random coefficient stochastic process 4 Regularity Conditions 4 Statistische Methode 4 Stochastic process 4 Stochastischer Prozess 4
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Online availability
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Free 33 Undetermined 10
Type of publication
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Book / Working Paper 36 Article 13
Type of publication (narrower categories)
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Working Paper 15 Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article 1 Thesis 1
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Language
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English 27 Undetermined 22
Author
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McAleer, Michael 29 Caporin, Massimiliano 14 Chang, Chia-Lin 6 Asai, Manabu 4 Still, G.J. 4 Frenk, Frenk, J.B.G. 2 Frenk, J.B.G. 2 Gurkan, G. 2 Heckelei, Thomas 2 Wolff, Hendrik 2 Allen, David 1 Allen, David E. 1 Barnett, William W 1 Birbil, Birbil, S.I. 1 Birbil, S.I. 1 Chan, Felix 1 Chang, Chia-ling 1 Comolli, Paul 1 Durairajan, T. 1 Feng, Min 1 Giorgi, Giorgio 1 Gürkan, G. 1 Gürkan, G. 1 Hewings, Geoffrey 1 Hibshoosh, Aharon 1 Hoti, Suhejla 1 Hu, Yaozhong 1 Iwata, Shigeru 1 Kim, Do Sang 1 Kim, Kijin 1 Li, Shengjie 1 Listes, Listes, O.L. 1 Listes, O.L. 1 ListeÅŸ, O. 1 Listeş, O. 1 Mittelhammer, Ron 1 Mittelhammer, Ron C. 1 Mokhtar-Kharroubi, Hocine 1 Nguyen Van Tuyen 1 Sauer, Johannes 1
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Institution
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Department of Economics and Finance, College of Business and Economics 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Erasmus University Rotterdam, Econometric Institute 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Institute of Economic Research, Kyoto University 2 Tinbergen Instituut 2 Econometric Society 1 School of Business, Edith Cowan University 1
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Published in...
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Discussion paper / Tinbergen Institute 7 Tinbergen Institute Discussion Paper 7 Econometric Institute Research Papers 4 Documentos de Trabajo del ICAE 2 ERIM Report Series Research in Management 2 Econometric Institute Report 2 KIER Working Papers 2 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Tinbergen Institute Discussion Papers 2 Top : transactions in operations research 2 Working Papers in Economics 2 Computational Economics 1 DEM working paper series 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Econometric Reviews 1 Econometric Society 2004 North American Summer Meetings 1 Econometrics 1 Econometrics : open access journal 1 Economic systems research 1 European review of agricultural economics 1 Finance research letters 1 Journal of business & economics research 1 RAIRO / Operations research 1 Statistical Papers / Springer 1 Working papers / School of Business, Edith Cowan University 1
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Source
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RePEc 23 ECONIS (ZBW) 17 EconStor 8 BASE 1
Showing 21 - 30 of 49
Cover Image
Ten Things You Should Know About DCC
Caporin, Massimiliano; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2013
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 …
Persistent link: https://www.econbiz.de/10010837796
Saved in:
Cover Image
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013
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 …
Persistent link: https://www.econbiz.de/10010860070
Saved in:
Cover Image
Ten Things You Should Know About DCC
Caporin, Massimiliano; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2013
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 …
Persistent link: https://www.econbiz.de/10010862577
Saved in:
Cover Image
Ten Things You Should Know About DCC
Caporin, Massimiliano; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013
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 …
Persistent link: https://www.econbiz.de/10010633099
Saved in:
Cover Image
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano; McAleer, Michael - Tinbergen Instituut - 2013
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 is not dynamic empirically as …
Persistent link: https://www.econbiz.de/10011255860
Saved in:
Cover Image
Ten Things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - Tinbergen Instituut - 2013
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 …
Persistent link: https://www.econbiz.de/10011256093
Saved in:
Cover Image
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:
Cover Image
Ten things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009725302
Saved in:
Cover Image
An approximate strong KKT condition for multiobjective optimization
Feng, Min; Li, Shengjie - In: Top : transactions in operations research 26 (2018) 3, pp. 489-509
Persistent link: https://www.econbiz.de/10011929254
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A note on second-order Karush-Kuhn-Tucker necessary optimality conditions for smooth vector optimization problems
Kim, Do Sang; Nguyen Van Tuyen - In: RAIRO / Operations research 52 (2018) 2, pp. 567-575
Persistent link: https://www.econbiz.de/10011987116
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