//--> //--> //-->
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:"Theorie"
~person:"Caporin, Massimiliano"
~accessRights:"free"
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:"statistical analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Correlation
6
Korrelation
6
Statistical method
6
Statistische Methode
6
Theory
6
Stated representation, Derived model, Assumed properties, Asymptotic properties
3
Assumed properties
2
Asymptotic properties
2
BEKK
2
Conditional correlations
2
Conditional covariances
2
Derived model
2
Diagnostic check
2
Filter
2
GARCC
2
Moments
2
Regularity conditions
2
Stated representation
2
Two step estimators
2
DCC
1
DCC representation
1
Econometrics
1
Forecasting methods
1
Long-memory
1
Realized Range Volatility
1
Realized Volatility
1
Statistical analysis of financial data
1
Time series analysis
1
Volatility forecasting
1
more ...
less ...
Online availability
All
Free
Undetermined
1
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Caporin, Massimiliano
McAleer, Michael
6
Kleijnen, Jack P. C.
5
Einmahl, John H. J.
4
Francois, Joseph F.
4
Gilboa, Itzhak
4
Leiva-Leon, Danilo
4
Lieberman, Offer
4
Maitland-Smith, Fenella
4
Rojas-Romagosa, Hugo
4
Schmeidler, David
4
Anderson, James E.
3
Brock, William A.
3
Chetty, Raj
3
Claeskens, Gerda
3
Diewert, W. Erwin
3
Durlauf, Steven N.
3
Dziechciarz, Jozef Zbigniew
3
Dziechciarz-Duda, Marta
3
Foroni, Claudia
3
Hahn, Jinyong
3
Heckman, James J.
3
Hirano, Keisuke
3
Huber, Martin
3
Johansen, Søren
3
Krauss, Christopher
3
Krämer, Walter
3
Li, Geng
3
Nielsen, Morten Ørregaard
3
Rondina, Giacomo
3
Angün, Mevlüde Ebru
2
Armknecht, Paul A.
2
Bissantz, Nicolai
2
Bos, Charles S.
2
Burnside, A. Craig
2
Börsch-Supan, Axel
2
Chen, Shan
2
Chernozhukov, Victor
2
Chipman, John Somerset
2
Conde-Ruiz, José Ignacio
2
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Working paper
2
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
2
Ten things you should know about the dynamic conditional correaltion representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009754989
Saved in:
3
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744766
Saved in:
4
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:
5
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
6
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009725302
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->