Pages that link to "Item:Q1925982"

The following pages link to An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982):

Displaying 7 items.

• Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
• An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
• The impulse response function of the long memory GARCH process (Q1928718) (← links)
• Linearly transforming variables in the VAR model, how does it change the impulse response? (Q2312960) (← links)
• Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074) (← links)
• Multivariate Quantile Impulse Response Functions (Q5237529) (← links)
• Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis (Q6587719) (← links)