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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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
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:
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