Ten things you should know about DCC
Massimiliano Caporin; Michael McAleer
| Year of publication: |
2013
|
|---|---|
| Authors: | Caporin, Massimiliano ; McAleer, Michael |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | Stated representation, Derived model, Assumed properties, Asymptotic properties | Korrelation | Correlation | Statistische Methode | Statistical method | Theorie | Theory |
freely available
| Extent: | Online-Ressource (18 S.) |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2013-13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | DCC = Dynamic Conditional Correlation Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:1765/39599 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009744766