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~subject:"Dynamic econometrics"
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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
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2019
Persistent link: https://www.econbiz.de/10011986986
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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
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2019
Persistent link: https://www.econbiz.de/10011987013
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