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
~institution:"Tinbergen Instituut"
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
Moments of truncated t and F d...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
BEKK
2
GARCC
2
Assumed properties
1
Asymptotic properties
1
Conditional correlations
1
Conditional covariances
1
DCC
1
DCC representation
1
Derived model
1
Diagnostic check
1
Filter
1
Moments
1
Regularity conditions
1
Stated representation
1
Two step estimators
1
assumed properties
1
asymptotic properties
1
conditional correlations
1
conditional covariances
1
derived model
1
diagnostic check
1
filter
1
moments
1
regularity conditions
1
stated representation
1
two step estimators
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Caporin, Massimiliano
2
McAleer, Michael
2
Institution
All
Tinbergen Instituut
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Agricultural and Applied Economics Association - AAEA
4
Department of Economics, York University
3
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
National Centre for Econometric Research (NCER)
2
School of Economics, University of Adelaide
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department of Economics, Boston College
1
Department of Economics, University of Pennsylvania
1
Department of Economics, University of Victoria
1
EconWPA
1
Economics Department, Queen's University
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Geary Institute, University College Dublin
1
Institutionen för Nationalekonomi, Umeå Universitet
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
International Association of Agricultural Economists - IAAE
1
London School of Economics (LSE)
1
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
1
School of Economics and Finance, Business School
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Tilburg University, Center for Economic Research
1
University of Bonn, Germany
1
more ...
less ...
Published in...
All
Tinbergen Institute Discussion Papers
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
yield dynamic conditional correlations; DCC is stated rather than derived; DCC has no
moments
; DCC does not have testable …
Persistent link: https://www.econbiz.de/10011255860
Saved in:
2
Ten Things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
moments
; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10011256093
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
