No label defined (Q4593681)

From MaRDI portal
Revision as of 16:31, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6811482
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 6811482

    Statements

    author
    Robert F. Engle
    0 references
    publication date
    22 November 2017
    0 references
    zbMATH Keywords
    high dimension dynamic correlations
    0 references
    economic time-series models
    0 references
    dynamic conditional correlation (DCC)
    0 references
    estimation method
    0 references
    MacGyver method
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62P20
    0 references
    62H20
    0 references
    zbMATH DE Number
    6811482
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4593681&oldid=28758030"
    Powered by MediaWiki