Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
Year of publication: |
2010
|
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Authors: | Caporin, Massimiliano |
Other Persons: | McAleer, Michael (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 7, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1549167 [DOI] |
Classification: | C32 - Time-Series Models ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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