The following pages link to (Q4217813):
Displaying 7 items.
- Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
- Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (Q1934775) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Modeling covariance breakdowns in multivariate GARCH (Q2630346) (← links)
- Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves (Q2832980) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)