A dynamic conditional score model for the log correlation matrix
Christian M. Hafner, Linqi Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Hafner, Christian M. ; Wang, Linqi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,2, p. 1-18
|
| Subject: | Correlation | Identification | Matrix logarithm | Score | Korrelation | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471519