Pages that link to "Item:Q2190236"
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The following pages link to Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236):
Displaying 8 items.
- A component model for dynamic correlations (Q128853) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- Possible origin of the non-linear long-term autocorrelations within the Gaussian regime (Q1412905) (← links)
- Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355) (← links)
- Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach (Q6615798) (← links)