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Ten Things You Should Know About the Dynamic Conditional Correlation Representation

Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Digital文書・図像類
Caporin, Massimiliano, McAleer, MichaelInstitute of Economic Research, Kyoto University2013-06KIER Discussion Paper870
Available onlineOther Libraries in Japan

Ten Things You Should Know About DCC

Ten Things You Should Know About DCC
Digital文書・図像類
Caporin, Massimiliano, McAleer, MichaelInstitute of Economic Research, Kyoto University2013-03KIER Discussion Paper854
Available onlineOther Libraries in Japan

Recent Developments in Financial Economics and Econometrics: An Overview

Recent Developments in Financial Economics and Econometrics: An Overview
Digital文書・図像類
Chang, Chia-Lin, Allen, David E., McAleer, MichaelInstitute of Economic Research, Kyoto University2013-01KIER Discussion Paper842
Available onlineOther Libraries in Japan
  • Summary, etc....olatility, and diagnostic checking for non-stationary ARMA model...
  • Subject Heading...dels asymmetry diagnostic checking

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