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
~subject:"DCC representation"
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
DCC representation
Moments
102
moments
75
Statistische Verteilung
30
Statistical distribution
29
Theorie
29
Theory
25
Probability theory
24
Wahrscheinlichkeitsrechnung
24
Estimation theory
21
Schätztheorie
21
Estimation
19
BEKK
14
GARCC
14
Queueing theory
14
Stochastic process
14
Stochastischer Prozess
14
Warteschlangentheorie
12
tail probabilities
12
Batch arrivals
9
Markov chain
9
Risiko
9
Risk
9
Schätzung
9
Simulation
9
Tail probabilities
9
Volatility
9
Volatilität
9
Assumed properties
8
Asymptotic properties
8
Conditional correlations
8
Conditional covariances
8
Derived model
8
Diagnostic check
8
Entropy
8
Stated representation
8
DCC
7
DSGE model
7
Filter
7
Korrelation
7
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
Undetermined
5
English
2
Author
All
Caporin, Massimiliano
7
McAleer, Michael
7
Institution
All
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Tinbergen Instituut
1
Published in...
All
Discussion paper / Tinbergen Institute
1
Documentos de Trabajo del ICAE
1
Econometric Institute Research Papers
1
KIER Working Papers
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Working Papers in Economics
1
more ...
less ...
Source
All
RePEc
5
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
7
of
7
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
-
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/10010326200
Saved in:
2
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:
3
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
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 …
Persistent link: https://www.econbiz.de/10010778696
Saved in:
4
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 …
Persistent link: https://www.econbiz.de/10010860070
Saved in:
5
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
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/10010907413
Saved in:
6
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
yield dynamic conditional correlations; DCC is stated rather than derived; DCC has no
moments
; DCC does not have testable …
Persistent link: https://www.econbiz.de/10011255860
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
