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A Model for Multivariate Non-negative Valued Processes in Financial Econometrics

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Author Info
Fabrizio Cipollini () (Università degli Studi di Firenze, Dipartimento di Statistica "G. Parenti")
Robert F. Engle () (Department of Finance, Stern School of Business, New York University)
Giampiero M. Gallo () (Università degli Studi di Firenze, Dipartimento di Statistica "G. Parenti")

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Abstract

The Multiplicative Error Model introduced by Engle (2002) for non-negative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with positive support. In this paper we propose a multivariate extension of such a model, by taking into consideration the possibility that the vector innovation process be contemporaneously correlated. The estimation procedure is hindered by the lack of probability density functions for multivariate non-negative valued random variables. We suggest the use of copula functions to jointly estimate the parameters of the scale factors and of the correlations of the innovation processes. We illustrate the feasibility of the procedure and the gains over the equation by equation approach using a four variable fully interdependent model with different volatility measures.

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Publisher Info
Paper provided by Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" in its series Econometrics Working Papers Archive with number wp2007_16.

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Length: 29
Date of creation: Dec 2007
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Handle: RePEc:fir:econom:wp2007_16

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Related research
Keywords: Volatility; Copula functions; Forecasting; GARCH; MEM.;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

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  1. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
  2. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics. [Downloadable!]
  3. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre. [Downloadable!]
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This page was last updated on 2009-12-1.


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