Pages that link to "Item:Q1659096"
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The following pages link to Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096):
Displaying 10 items.
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236) (← links)
- Dynamic conditional angular correlation (Q2305980) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- (Q2993358) (← links)
- Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (Q5082586) (← links)