A scalar dynamic conditional correlation model: structure and estimation (Q1989915)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A scalar dynamic conditional correlation model: structure and estimation |
scientific article |
Statements
A scalar dynamic conditional correlation model: structure and estimation (English)
0 references
29 October 2018
0 references
dynamic conditional correlation
0 references
stationarity
0 references
ergodicity
0 references
consistency
0 references
asymptotic normality
0 references
0 references
0 references