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  • Search: subject:"mathematical regularity"
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Year of publication
Subject
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caveats 4 covariances 4 existence 4 hedging 4 likelihood function 4 mathematical regularity 4 practical implementation 4 statistical asymptotic properties 4 Correlation 2 Dynamic econometrics 2 Dynamische Ökonometrie 2 Hedging 2 Korrelation 2 correlations 2 inevitability 2 invertibility 2 ARCH model 1 ARCH-Modell 1 Estimation theory 1 Finanzmathematik 1 Mathematical finance 1 Schätztheorie 1 Theorie 1 Theory 1
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Online availability
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Free 4
Type of publication
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Article 4
Type of publication (narrower categories)
All
Article 2 Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 4
Author
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McAleer, Michael 4
Published in...
All
Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2
Source
All
ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
Cover Image
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-7
, underlying stochastic processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and …
Persistent link: https://www.econbiz.de/10012611132
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What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-9
processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and asymptotic normality …
Persistent link: https://www.econbiz.de/10012611137
Saved in:
Cover Image
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael - In: Journal of risk and financial management : JRFM 12 (2019) 2/66, pp. 1-7
, underlying stochastic processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and …
Persistent link: https://www.econbiz.de/10012022157
Saved in:
Cover Image
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael - In: Journal of risk and financial management : JRFM 12 (2019) 2/61, pp. 1-9
processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and asymptotic normality …
Persistent link: https://www.econbiz.de/10012022209
Saved in:
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