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Paper / 2019SMQ / 49608571733391
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model
McAleer, M.J.
time seriesResource overview

What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model

Paper2019

by McAleer, M.J.

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time series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

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  1. Stationarity and Unit Roots

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  2. Linear Regression

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  1. Cointegration and Error Correction

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