Structural dynamic conditional correlation
Year of publication: |
2008
|
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Authors: | Weber, Enzo |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Simultanes Gleichungssystem | ARCH-Modell | Korrelation | Varianzanalyse | Theorie | Schätzung | Börsenkurs | Aktienindex | USA | Simultaneity | identifcation | EGARCH | DCC |
Series: | SFB 649 Discussion Paper ; 2008,069 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 590225804 [GVK] hdl:10419/25312 [Handle] |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General |
Source: |
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