Pages that link to "Item:Q5034254"
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The following pages link to Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254):
Displaying 3 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- Causality and forecasting in temporally aggregated multivariate GARCH processes (Q3566442) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)