Pages that link to "Item:Q2630346"
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The following pages link to Modeling covariance breakdowns in multivariate GARCH (Q2630346):
Displaying 5 items.
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- (Q4217813) (← links)
- Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
- Si-GARCH: Construction and validation of a new method for the detection of breaking points in models (Q5358382) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)