Pages that link to "Item:Q2178935"
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The following pages link to Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935):
Displaying 4 items.
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Copula-MGARCH with continuous covariance decomposition (Q529780) (← links)
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)