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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
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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
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Ten Things You Should Know About the Dynamic Conditional Correlation Representation
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/10010731695
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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
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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
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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
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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
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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
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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
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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