Pages that link to "Item:Q2190232"
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The following pages link to Multivariate leverage effects and realized semicovariance GARCH models (Q2190232):
Displaying 9 items.
- Leverage effect for volatility with generalized Laplace error (Q1650531) (← links)
- From zero to hero: realized partial (co)variances (Q2106366) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566) (← links)
- Time-varying multivariate causal processes (Q6118719) (← links)