Estimation and Empirical Performance of Non-Scalar Dynamic Conditional Correlation Models
Year of publication: |
2015
|
---|---|
Authors: | Bauwens, Luc ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Schätzung | Estimation | Korrelation | Correlation | Theorie | Theory |
Extent: | 1 Online-Ressource (68 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: in Computational Statistics and Data Analysis Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 11, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2407652 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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