Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
Year of publication: |
[2021]
|
---|---|
Authors: | Sheppard, Kevin ; Engle, Robert F. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | NBER Working Paper ; No. w8554 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2001 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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