Pages that link to "Item:Q3298480"
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The following pages link to Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method (Q3298480):
Displaying 4 items.
- Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models (Q4687540) (← links)
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286) (← links)
- Threshold network GARCH model (Q6636846) (← links)