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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
  • Summary, etc....s inconsistent two step estimators; DCC has no asymptotic proper...
  • Subject Heading...itions Moments Two step estimators Assumed properties Asymptotic...

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
  • Summary, etc....s inconsistent two step estimators; DCC has no asymptotic proper...
  • Subject Heading...itions moments two step estimators assumed properties asymptotic...

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