Pages that link to "Item:Q3394105"
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The following pages link to Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105):
Displaying 21 items.
- Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
- Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304) (← links)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Currency hedging strategies using dynamic multivariate GARCH (Q2227443) (← links)
- Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (Q5057284) (← links)
- Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (Q6573446) (← links)