Pages that link to "Item:Q1019987"

The following pages link to Multivariate mixed normal conditional heteroskedasticity (Q1019987):

Displaying 29 items.

• Stable mixture GARCH models (Q528154) (← links)
• A long memory model with normal mixture GARCH (Q656952) (← links)
• Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
• Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
• Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
• Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
• Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
• The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
• Estimation of SEM with GARCH errors (Q1927102) (← links)
• Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
• Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
• COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
• Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
• Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
• Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
• Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• Riding with the four horsemen and the multivariate normal tempered stable model (Q2814666) (← links)
• Estimating a Finite Mixed Exponential Distribution under Progressively Type-II Censored Data (Q2931573) (← links)
• The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection (Q3063006) (← links)
• On a multivariate conditional heteroscedastic model (Q4364848) (← links)
• A full-factor multivariate GARCH model (Q4458359) (← links)
• Recursive online EM estimation of mixture autoregressions (Q4922636) (← links)
• Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
• Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643) (← links)
• Inference for mixed generalized exponential distribution under progressively type-II censored samples (Q5128613) (← links)
• CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS (Q5247427) (← links)
• Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)