المؤلفون: Chang, Chia-Lin, McAleer, Michael

مصطلحات موضوعية: C22, C32, C52, C58, Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal BEKK, Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models, Fossil fuels and carbon emissions, Econometría (Economía), Indicadores económicos, 5302 Econometría, 5302.01 Indicadores Económicos

وصف الملف: application/pdf

Relation: https://www.ucm.es/icae; https://hdl.handle.net/20.500.14352/17428

الاتاحة: https://hdl.handle.net/20.500.14352/17428
https://www.ucm.es/icae

المؤلفون: Chang, Chia-Lin, McAleer, Michael

مصطلحات موضوعية: ddc:330, C22, C32, C52, C58, Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models

Relation: Series: Tinbergen Institute Discussion Paper; No. 17-015/III; gbv-ppn:87781466X; http://hdl.handle.net/10419/162281; RePEc:tin:wpaper:20170015

الاتاحة: http://hdl.handle.net/10419/162281

المؤلفون: Chang, C-L. (Chia-Lin), McAleer, M.J. (Michael)

مصطلحات موضوعية: Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models

وصف الملف: application/pdf

Relation: http://repub.eur.nl/pub/99514; urn:hdl:1765/99514

الاتاحة: http://repub.eur.nl/pub/99514

المؤلفون: Chang, Chia-Lin, McAleer, Michael

مصطلحات موضوعية: C22, C32, C52, C58, Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models, Econometría (Economía), 5302 Econometría

وصف الملف: application/pdf

Relation: https://www.ucm.es/icae; https://hdl.handle.net/20.500.14352/22877

الاتاحة: https://hdl.handle.net/20.500.14352/22877
https://www.ucm.es/icae

المؤلفون: Chang, Chia-Lin, McAleer, Michael

مصطلحات موضوعية: ddc:330, C22, C32, C52, C58, Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models, stat, eco

Relation: gbv-ppn:87781466X; RePEc:tin:wpaper:20170015; http://hdl.handle.net/10419/162281

الاتاحة: http://hdl.handle.net/10419/162281

المؤلفون: Chang, Chia-Lin, McAleer, Michael

مصطلحات موضوعية: ddc:330, C22, C32, C52, C58, Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models, stat, eco

Relation: http://hdl.handle.net/10419/162281

الاتاحة: http://hdl.handle.net/10419/162281