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~institution:"Departamento de Estadistica, Universidad Carlos III de Madrid"
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Dynamic Conditional Correlation
2
Bayesian inference
1
Bootstrap forecast intervals
1
Exchange rates
1
Financial time series
1
Forecast regions
1
Infinite mixture
1
Kurtosis
1
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Fresoli, Diego
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Fuente, Cristina García de la
1
Galeano, Pedro
1
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Departamento de Estadistica, Universidad Carlos III de Madrid
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Bayesian estimation of a Dynamic
Conditional
Correlation
model with multivariate Skew-Slash innovations
Fuente, Cristina García de la
;
Galeano, Pedro
;
Wiper, …
-
Departamento de Estadistica, Universidad Carlos III de …
-
2014
asymmetry and heavy tails simultaneously. A multivariate extension of the GARCH such as the Dynamic
Conditional
Correlation
…
Persistent link: https://www.econbiz.de/10010861880
Saved in:
2
The uncertainty of conditional returns, volatilities and correlations in DCC models
Fresoli, Diego
;
Ruiz, Esther
-
Departamento de Estadistica, Universidad Carlos III de …
-
2014
When forecasting conditional correlations that evolve according to a Dynamic
Conditional
Correlation
(DCC) model, only …
Persistent link: https://www.econbiz.de/10010751625
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