We propose a generalization of the Dynamic Conditional Correlation multivariate GARCH model of Engle [R.F. Engle, Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models, Journal of Business and Economic Statistics 20 (2002) 33
β¦ LIBER β¦
Degree correlations in a dynamically generated model food web
β Scribed by Per Arne Rikvold
- Publisher
- Elsevier
- Year
- 2010
- Tongue
- English
- Weight
- 387 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1875-3892
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