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BEKK
Moments
101
goodness of fit
97
moments
71
Theorie
55
Theory
50
Goodness of fit
44
stochastic ordering
37
equation
34
statistics
33
Stochastic ordering
31
Estimation theory
29
Schätztheorie
29
probability
29
correlation
27
Statistische Verteilung
26
equations
26
statistic
26
Economic models
25
Probability theory
25
Statistical distribution
25
Wahrscheinlichkeitsrechnung
25
time series
24
Stochastic process
22
Stochastischer Prozess
22
econometrics
22
survey
22
Estimation
20
forecasting
19
samples
19
autocorrelation
18
correlations
18
probabilities
18
standard deviation
17
standard errors
17
covariance
16
skewness
16
normal distribution
15
GARCC
14
financial statistics
13
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12
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14
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Working Paper
4
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2
Graue Literatur
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2
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10
English
4
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Caporin, Massimiliano
14
McAleer, Michael
14
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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
Tinbergen Instituut
2
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RePEc
10
ECONIS (ZBW)
2
EconStor
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1
Ten Things you should know about the Dynamic Conditional Correlation Representation
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/10010326200
Saved in:
2
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:
3
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:
4
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009725302
Saved in:
5
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
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/10010860070
Saved in:
6
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:
7
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
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/10010907413
Saved in:
8
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:
9
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:
10
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
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/10010837796
Saved in:
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