Pages that link to "Item:Q1622088"
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The following pages link to Multivariate Wishart stochastic volatility and changes in regime (Q1622088):
Displaying 6 items.
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
- Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Stochastic covariance models (Q2926309) (← links)
- Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)