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The constant conditional correlation GARCH model is probably the most frequently applied multivariate GARCH model. In this paper we consider an extension to this model and examine its fourth-moment structure. The extension, first considered by Jeantheau (1998), is motivated by the result found...
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We performed a cross-sectional, "bottom-up" observational study of resource consumption and quality of life of patients with multiple sclerosis (MS) in the United Kingdom. Three centers participated in the study. Patients received a questionnaire either by mail or during a clinic visit, and a...
Persistent link: https://www.econbiz.de/10001600004
We performed a cross-sectional, "bottom-up" observational study of resource consumption and quality of life of patients with multiple sclerosis (MS) in Germany. Six centers participated in the study. Patients were asked to complete a questionnaire, and a total of 737 patients returned the...
Persistent link: https://www.econbiz.de/10001600006
OBJECTIVE: This article examines whether there are differences in men's and women's use of the Internet and whether any such gender gaps have changed in recent years. METHODS: We use data from several surveys during the period 1997 to 2001 to show trends in Internet usage and to estimate...
Persistent link: https://www.econbiz.de/10001657651
test ; model misspecification ; Monte Carlo simulation …
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