Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute Research Papers"
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
Complete characterisation of t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
BEKK
2
GARCC
2
assumed properties
2
asymptotic properties
2
conditional correlations
2
conditional covariances
2
derived model
2
diagnostic check
2
filter
2
moments
2
regularity conditions
2
stated representation
2
two step estimators
2
DCC
1
DCC representation
1
financial econometrics
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Caporin, Massimiliano
2
McAleer, Michael
2
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Published in...
All
Econometric Institute Research Papers
Annals of the Institute of Statistical Mathematics
11
Statistical Papers / Springer
9
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
8
AStA Advances in Statistical Analysis
5
Computational Statistics
5
Mathematical Methods of Operations Research
5
Metrika
5
Statistics & Probability Letters
5
Statistics in Transition New Series
5
Cardiff Economics Working Papers
4
Cardiff economics working papers
4
Discussion paper / Tinbergen Institute
4
Journal of Multivariate Analysis
4
Mathematics and Computers in Simulation (MATCOM)
4
Risks
4
Tinbergen Institute Discussion Paper
4
Department of Economics working paper series
3
Journal of Applied Statistics
3
MPRA Paper
3
Operations research letters
3
Risks : open access journal
3
Working Papers / Department of Economics, York University
3
Bonn Econ Discussion Papers
2
Decision analytics journal
2
Documentos de Trabajo del ICAE
2
Finance research letters
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
Insurance: Mathematics and Economics
2
International journal of theoretical and applied finance
2
Journal of econometrics
2
Journal of economics and finance
2
KIER Working Papers
2
Management Science
2
NCER Working Paper Series
2
Open economies review
2
Operations research
2
Opsearch : journal of the Operational Research Society of India
2
Physica A: Statistical Mechanics and its Applications
2
RAIRO / Operations research
2
more ...
less ...
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
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 …
Persistent link: https://www.econbiz.de/10010731695
Saved in:
2
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 …
Persistent link: https://www.econbiz.de/10010837796
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
