Similar Search Results

Estimation and discrimination of alternative air pollution models

Bai, Jun - 1990

Persistent link: https://www.econbiz.de/10000129166

Contributions to financial econometrics : theoretical and practical issues

McAleer, Michael (contributor); Oxley, Les (contributor) - 2002

Persistent link: https://www.econbiz.de/10001713035

Special issue: Recent developments in financial time series econometrics

McAleer, Michael (contributor); Oxley, Les (contributor) - 2002

Persistent link: https://www.econbiz.de/10001686254

Ten things you should know about the dynamic conditional correlation representation

Caporin, Massimiliano; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009771098

Ten things you should know about the dynamic conditional correlation representation

Caporin, Massimiliano; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 1, pp. 115-126

The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for caution about the use of DCC include the...

Persistent link: https://www.econbiz.de/10009776381