Pages that link to "Item:Q4687336"
From MaRDI portal
The following pages link to Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range (Q4687336):
Displaying 4 items.
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- A new conditionally heteroscedastic model for asset returns time series (Q2918309) (← links)