Pages that link to "Item:Q1989915"
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The following pages link to A scalar dynamic conditional correlation model: structure and estimation (Q1989915):
Displaying 5 items.
- Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- (Q2993358) (← links)
- Stationarity and invertibility of a dynamic correlation matrix (Q4568273) (← links)
- Large dimensional portfolio allocation based on a mixed frequency dynamic factor model (Q5095203) (← links)