//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"statistical asymptotic properties"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"caveats"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
statistical asymptotic properties
caveats
5
covariances
4
existence
4
hedging
4
likelihood function
4
mathematical regularity
4
practical implementation
4
Correlation
2
Hedging
2
Korrelation
2
Theorie
2
Theory
2
correlations
2
inevitability
2
invertibility
2
Dynamic econometrics
1
Dynamische Ökonometrie
1
benefits
1
human resources
1
organizations
1
performance
1
review
1
spirituality at work
1
well-being
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article
2
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
4
Author
All
McAleer, Michael
4
Published in...
All
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
Source
All
ECONIS (ZBW)
2
EconStor
2
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-7
caveats
relating to the Full BEKK model, and an emphasis on the numerous dos and don'ts in implementing the Full BEKK and …
Persistent link: https://www.econbiz.de/10012611132
Saved in:
2
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-9
, or the lack thereof. This paper presents a critical analysis, discussion, evaluation, and presentation of
caveats
…
Persistent link: https://www.econbiz.de/10012611137
Saved in:
3
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/66
,
pp. 1-7
caveats
relating to the Full BEKK model, and an emphasis on the numerous dos and don'ts in implementing the Full BEKK and …
Persistent link: https://www.econbiz.de/10012022157
Saved in:
4
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/61
,
pp. 1-9
, or the lack thereof. This paper presents a critical analysis, discussion, evaluation, and presentation of
caveats
…
Persistent link: https://www.econbiz.de/10012022209
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->