Results 261 to 270 of about 392,758 (334)
Some of the next articles are maybe not open access.

Related searches:

Dynamic Conditional Correlation

Journal of Business & Economic Statistics, 2002
Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation models is proposed.
R. Engle
semanticscholar   +2 more sources

Home - About - Disclaimer - Privacy