High dimension dynamic correlations (Q4593681)
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scientific article; zbMATH DE number 6811482
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| default for all languages | No label defined |
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| English | High dimension dynamic correlations |
scientific article; zbMATH DE number 6811482 |
Statements
22 November 2017
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high dimension dynamic correlations
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economic time-series models
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dynamic conditional correlation (DCC)
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estimation method
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MacGyver method
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0.834592878818512
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0.7901235818862915
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0.7720649242401123
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0.7705168128013611
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0.7614275813102722
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