scientific article; zbMATH DE number 6811482
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Publication:4593681
zbMath1378.62067MaRDI QIDQ4593681
Publication date: 22 November 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
estimation methoddynamic conditional correlation (DCC)economic time-series modelshigh dimension dynamic correlationsMacGyver method
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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