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1دورية أكاديمية
المؤلفون: Bierens, Herman J.
المصدر: Econometrica, 1990 Nov 01. 58(6), 1443-1458.
URL الوصول: https://www.jstor.org/stable/2938323
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2دورية أكاديمية
المؤلفون: Hall, Alastair
المصدر: Journal of Business & Economic Statistics, 1990 Oct 01. 8(4), 417-426.
URL الوصول: https://www.jstor.org/stable/1391516
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3دورية أكاديمية
المؤلفون: Storti, Giuseppe
المصدر: Statistical Methods and Applications: Journal of the Italian Statistical Society. May 2008 17(2):251-274
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المؤلفون: Wasel Shadat, Chris D. Orme
المصدر: Shadat, W B & Orme, C D 2018, ' Robust Parametric Tests of Constant Conditional Correlation in a MGARCH model ', Econometric Reviews, vol. 37, no. 6, pp. 551-576 . https://doi.org/10.1080/07474938.2015.1122120
مصطلحات موضوعية: Economics and Econometrics, Quasi-maximum likelihood, Mathematical optimization, Test procedures, constant conditional correlation, 05 social sciences, Monte Carlo method, Conditional Moment Tests, Constant Conditional Correlation, Monte Carlo, Multivariate GARCH models, Robustness, Conditional moment tests, robustness, 01 natural sciences, Correlation, 010104 statistics & probability, Multivariate garch model, Robustness (computer science), 0502 economics and business, Applied mathematics, 0101 mathematics, multivariate GARCH, Conditional variance, 050205 econometrics, Parametric statistics, Mathematics
وصف الملف: application/octet-stream; text; application/pdf
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المؤلفون: Wasel Shadat, Chris Orme
مصطلحات موضوعية: Conditional Moment Tests, Multivariate GARCH models, Constant Conditional Correlation, Robustness, Monte Carlo
وصف الملف: 32 page(s); text; application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2295::1caf93bc7d94a87395cceaa656c6110c
http://www.manchester.ac.uk/escholar/uk-ac-man-scw:264022 -
6دورية أكاديمية
لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل. -
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المؤلفون: Nikolaus Hautsch
مصطلحات موضوعية: jel:C52, jel:C12, Robust Conditional Moment Tests, Finite Sample Properties, Multiplicative Error Models, Prediction Errors, jel:C22
URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::267d1f7c582817a8654f535aa4eddf13
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2008-067.pdf -
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المؤلفون: Giuseppe Storti
مصطلحات موضوعية: Statistics and Probability, Multivariate statistics, Keywords Multivariate GARCH · Asymmetry · Conditional correlation · EM algorithm · Robust conditional moment tests · Futures hedging, Autoregressive conditional heteroskedasticity, Expectation–maximization algorithm, Univariate, Econometrics, Statistics, Probability and Uncertainty, Volatility (finance), Covariance, Conditional variance, Statistical hypothesis testing, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::01a18af55ca1beac3df0140db0aa5aa5
http://hdl.handle.net/11386/1851102 -
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المؤلفون: Hautsch, Nikolaus
مصطلحات موضوعية: finite sample properties, Statistischer Test, Robust conditional moment tests, Momentenmethode, multiplicative error models, C52, Robustes Verfahren, ddc:330, prediction errors, Prognoseverfahren, Fehlerkorrekturmodell, C22, Theorie, C12
URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______1687::98d038c4dba0a2ce995491595d839c56
https://hdl.handle.net/10419/25310 -
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المؤلفون: Storti, Giuseppe
المصدر: UniSa. Sistema Bibliotecario di Ateneo
مصطلحات موضوعية: Robust conditional moment tests, Conditional correlation, Multivariate GARCH, Asymmetry, Futures hedging, EM algorithm
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c84a9b2538addc296019f594921a90c6