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Asymptotic properties
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moments
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Caporin, Massimiliano
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McAleer, Michael
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Ten Things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
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/10010326244
Saved in:
2
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:
3
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009725302
Saved in:
4
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
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/10010862577
Saved in:
5
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:
6
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
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/10010633099
Saved in:
7
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
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/10010778696
Saved in:
8
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
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/10010631766
Saved in:
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