Pages that link to "Item:Q2445735"
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The following pages link to Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735):
Displaying 20 items.
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
- Estimating VAR-MGARCH models in multiple steps (Q905385) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Monte Carlo posterior integration in GARCH models (Q2736876) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029) (← links)
- Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839) (← links)
- Practical Issues in the Analysis of Univariate GARCH Models (Q3646951) (← links)
- The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models (Q4687640) (← links)
- Multivariate GARCH models for large-scale applications: A survey (Q5116815) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
- Monitoring the mean of multivariate financial time series (Q6570581) (← links)
