Pages that link to "Item:Q1695658"
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The following pages link to Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658):
Displaying 4 items.
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
- Multivariate variance targeting in the BEKK-GARCH model (Q5093221) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)