Pages that link to "Item:Q5116815"
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The following pages link to Multivariate GARCH models for large-scale applications: A survey (Q5116815):
Displaying 8 items.
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- On the parametrization of multivariate GARCH models (Q2886953) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
- Recurrent neural network go-GARCH model for portfolio selection (Q6631643) (← links)