Open AccessPerformance Comparison of Estimation Methods for Dynamic Conditional Correlation
Author(s) -
Jiho Lee,
Byeongchan Seong
Publication year - 2015
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2015.28.5.1013
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , volatility (finance) , pairwise comparison , mathematics , series (stratigraphy) , correlation , estimation , statistics , multivariate statistics , economics , paleontology , geometry , management , biology