Arbeitspapier
Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper; No. 17-069/III
Bezug (was)
Wirtschaft
Estimation: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Financial Econometrics
DBEKK
BEKK
Regularity Conditions
Asymptotic Properties
Non-Parametric
Bias
Quantile regression
Estimation: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Financial Econometrics
DBEKK
BEKK
Regularity Conditions
Asymptotic Properties
Non-Parametric
Bias
Quantile regression
Beteiligte Personen und Organisationen
Allen, David
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Allen, David
- McAleer, Michael
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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