Pages that link to "Item:Q2886953"
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The following pages link to On the parametrization of multivariate GARCH models (Q2886953):
Displaying 17 items.
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Analytical score for multivariate GARCH models (Q1611369) (← links)
- Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
- GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412) (← links)
- Practical Issues in the Analysis of Univariate GARCH Models (Q3646951) (← links)
- (Q4217813) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- Multivariate variance targeting in the BEKK-GARCH model (Q5093221) (← links)