Pages that link to "Item:Q3551009"
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The following pages link to GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009):
Displaying 28 items.
- A component model for dynamic correlations (Q128853) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis (Q819435) (← 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)
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- A multivariate conditional autoregressive range model (Q1927776) (← 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 hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (Q2390405) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Testing for a change in correlation at an unknown point in time using an extended functional delta method (Q2890704) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
- Stationarity and invertibility of a dynamic correlation matrix (Q4568273) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (Q6573446) (← links)