Structural Dynamic Conditional Correlation
Published in edoc Publication server (Humboldt University of Berlin) • Dec 18, 2008
NobleIDNI1P93W12R78S70
Authors:
Enzo Weber
Abstract
In the literature of identifcation through autoregressive conditional heteroscedasticity, Weber (2008) developed the structural constant conditional correlation (SCCC) model. Besides determining linear simultaneous in uences between several variables, this model considers interaction in the structur...
Finding related papers...
Discussions
(0)No comments yet
Be the first to share your thoughts!