Pages that link to "Item:Q1695662"
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The following pages link to Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662):
Displaying 8 items.
- A component model for dynamic correlations (Q128853) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Long-time tails of correlation and memory functions (Q1848197) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Hilberg Exponents: New Measures of Long Memory in the Process (Q2977251) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- (Q5879918) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)