Pages that link to "Item:Q4970975"
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The following pages link to A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975):
Displaying 4 items.
- An algorithm for constructing nonnegative matrices with prescribed real eigenvalues (Q299685) (← links)
- On the degrees of freedom in MCMC-based Wishart models for time series data (Q2018621) (← links)
- Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
- Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
