//--> //--> //--> //-->
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
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:"GARCC"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
BEKK
17
GARCC
17
DCC representation
10
filter
10
two step estimators
10
conditional correlations
9
derived model
9
stated representation
9
Assumed properties
8
Asymptotic properties
8
Conditional correlations
8
Conditional covariances
8
Derived model
8
Diagnostic check
8
Stated representation
8
DCC
7
Filter
7
Moments
7
Regularity conditions
7
Two step estimators
7
moments
7
regularity conditions
7
Korrelation
6
Statistische Methode
6
Theorie
6
assumed properties
6
asymptotic properties
6
conditional covariances
6
diagnostic check
6
Correlation
3
Statistical method
3
Theory
3
assumed asymptotic properties
3
financial econometrics
1
more ...
less ...
Online availability
All
Free
14
Undetermined
1
Type of publication
All
Book / Working Paper
14
Article
3
Type of publication (narrower categories)
All
Working Paper
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
more ...
less ...
Language
All
Undetermined
11
English
6
Author
All
Caporin, Massimiliano
17
McAleer, Michael
17
Institution
All
Department of Economics and Finance, College of Business and Economics
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Institute of Economic Research, Kyoto University
2
Tinbergen Instituut
2
Published in...
All
Discussion paper / Tinbergen Institute
2
Documentos de Trabajo del ICAE
2
Econometric Institute Research Papers
2
Econometrics
2
KIER Working Papers
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute Discussion Papers
2
Working Papers in Economics
2
Econometrics : open access journal
1
more ...
less ...
Source
All
RePEc
11
ECONIS (ZBW)
3
EconStor
3
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
Did you mean
:
subject:"garch"
(14,958 results)
1
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
properties; DCC is not a special case of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC …
Persistent link: https://www.econbiz.de/10010326200
Saved in:
2
Ten Things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
properties; DCC is not a special case of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC …
Persistent link: https://www.econbiz.de/10010326244
Saved in:
3
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
- In:
Econometrics
1
(
2013
)
1
,
pp. 115-126
properties; DCC is not a special case of Generalized Autoregressive Conditional Correlation (
GARCC
), which has testable …
Persistent link: https://www.econbiz.de/10010421297
Saved in:
4
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767004
Saved in:
5
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009725302
Saved in:
6
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2013
properties; DCC is not a special case of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC …
Persistent link: https://www.econbiz.de/10010860070
Saved in:
7
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
properties; DCC is not a special case of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC …
Persistent link: https://www.econbiz.de/10010862577
Saved in:
8
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC is not dynamic empirically as …
Persistent link: https://www.econbiz.de/10011255860
Saved in:
9
Ten Things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
properties; DCC is not a special case of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC …
Persistent link: https://www.econbiz.de/10011256093
Saved in:
10
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
properties; DCC is not a special case of
GARCC
, which has testable regularity conditions and standard asymptotic properties; DCC …
Persistent link: https://www.econbiz.de/10010837796
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->