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Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano; McAleer, Michael - 2013
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/10010326200
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Ten Things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
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/10010326244
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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano; McAleer, Michael - In: Econometrics 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/10010421297
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Quantitative approaches to multidimensional poverty measurement
Kakwani, Nanak (ed.); Silber, Jacques (contributor) - 2008
Persistent link: https://www.econbiz.de/10003469929
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Measuring multidimensional poverty : the axiomatic approach
Chakravarty, Satya R.; Silber, Jacques - In: Quantitative approaches to multidimensional poverty …, (pp. 192-209). 2008
Persistent link: https://www.econbiz.de/10003707187
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Inference and analysis
Pfeffermann, Danny (contributor);  … - 2009 - 1. ed.
Persistent link: https://www.econbiz.de/10003876264
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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