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Estimation and discrimination of alternative air pollution models
Bai, Jun - 1990
Persistent link: https://www.econbiz.de/10000129166
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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009767004
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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009771098
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Ten things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009744766
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Ten things you should know about the dynamic conditional correaltion representation
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009754989
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Ten things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009725302
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Ten things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009723138
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Special issue: Recent developments in financial time series econometrics
McAleer, Michael (contributor); Oxley, Les (contributor) - 2002
Persistent link: https://www.econbiz.de/10001686254
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Contributions to financial econometrics : theoretical and practical issues
McAleer, Michael (contributor); Oxley, Les (contributor) - 2002
Persistent link: https://www.econbiz.de/10001713035
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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 1, pp. 115-126
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for caution about the use of DCC include the...
Persistent link: https://www.econbiz.de/10009776381