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High Dimension Dynamic Correlations

Robert F. Engle

in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.003.0005
Subject:
Economics and Finance, Econometrics

This chapter develops time series methods for forecasting correlations in high dimensional problems. The Dynamic Conditional Correlation model is given a new convenient estimation approach called the ... More


Modelling the Conditional Correlation of Asset Returns

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0025
Subject:
Economics and Finance, Econometrics

The modelling of conditional volatilities and correlations across asset returns is part of portfolio decision making and risk management. In risk management, the Value at Risk (VaR) of a given ... More


Assignment of the Absolute Configuration of Polyfunctional Compounds

Josi M. Seco, Emilio Quiqoa, and Ricardo Riguera

in The Assignment of the Absolute Configuration by NMR using Chiral Derivatizing Agents: A Practical Guide

Published in print:
2015
Published Online:
November 2020
ISBN:
9780199996803
eISBN:
9780197563373
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199996803.003.0008
Subject:
Chemistry, Organic Chemistry

From a practical point of view, the assignment of the absolute configuration of sec/sec 1,2- and 1,n-diols does not require the separate derivatization (two different steps with the CDA of choice) ... More


The Damping Term, from First Principles

Olle Eriksson, Anders Bergman, Lars Bergqvist, and Johan Hellsvik

in Atomistic Spin Dynamics: Foundations and Applications

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198788669
eISBN:
9780191830747
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198788669.003.0006
Subject:
Physics, Atomic, Laser, and Optical Physics

In the previous chapters we described the basic principles of density functional theory, gave examples of how accurate it is to describe static magnetic properties in general, and derived from this ... More


The Theoretical Basis for Assignment by NMR

Josi M. Seco, Emilio Quiqoa, and Ricardo Riguera

in The Assignment of the Absolute Configuration by NMR using Chiral Derivatizing Agents: A Practical Guide

Published in print:
2015
Published Online:
November 2020
ISBN:
9780199996803
eISBN:
9780197563373
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199996803.003.0004
Subject:
Chemistry, Organic Chemistry

The nuclear magnetic resonance (NMR) spectra of two enantiomers are identical. Thus, the first step in using NMR to distinguish between two enantiomers should be to produce different spectra that ... More


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