Ten things you should know about the dynamic conditional correlation representation
Massimiliano Caporin; Michael McAleer
| Year of publication: |
2013
|
|---|---|
| Authors: | Caporin, Massimiliano ; McAleer, Michael |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Korrelation | Correlation | Statistische Methode | Statistical method | Theorie | Theory |
| Extent: | Online-Ressource (18 S.) |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2013,21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009771098