Theoretical and empirical properties of dynamic conditional correlation multivariate garch:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8554 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w8554.pdf |
| Umfang: | 43 S. graph. Darst. |
Internformat
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| id | DE-604.BV035093101 |
| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:32Z |
| institution | BVB |
| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard Cambridge, Mass. National Bureau of Economic Research 2001 43 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8554 Ökonometrisches Modell Assets Prices Econometric models Correlation (Statistics) Risk management Stock price forecasting Econometric models Stock price forecasting United States USA Sheppard, Kevin Sonstige oth Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8554 (DE-604)BV002801238 8554 http://papers.nber.org/papers/w8554.pdf kostenfrei Volltext |
| spellingShingle | Engle, Robert F. 1942- Theoretical and empirical properties of dynamic conditional correlation multivariate garch National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Assets Prices Econometric models Correlation (Statistics) Risk management Stock price forecasting Econometric models Stock price forecasting United States |
| title | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_auth | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_exact_search | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_full | Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard |
| title_fullStr | Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard |
| title_full_unstemmed | Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard |
| title_short | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_sort | theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| topic | Ökonometrisches Modell Assets Prices Econometric models Correlation (Statistics) Risk management Stock price forecasting Econometric models Stock price forecasting United States |
| topic_facet | Ökonometrisches Modell Assets Prices Econometric models Correlation (Statistics) Risk management Stock price forecasting Econometric models Stock price forecasting United States USA |
| url | http://papers.nber.org/papers/w8554.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf theoreticalandempiricalpropertiesofdynamicconditionalcorrelationmultivariategarch AT sheppardkevin theoreticalandempiricalpropertiesofdynamicconditionalcorrelationmultivariategarch |