Pages that link to "Item:Q1623556"
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The following pages link to Dynamic factor multivariate GARCH model (Q1623556):
Displaying 15 items.
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- A suggestion for constructing a large time-varying conditional covariance matrix (Q1673539) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Zero covariation returns (Q2296115) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- Intradaily dynamic portfolio selection (Q2445697) (← links)
- Modeling covariance breakdowns in multivariate GARCH (Q2630346) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- Varying Coefficient GARCH Models (Q3646953) (← links)
- (Q4217813) (← links)
- Dynamic Factor Models (Q5119540) (← links)
- Global European portfolio construction: Does a changing volatility structure matter? (Q5467265) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)