Pages that link to "Item:Q5245468"

The following pages link to Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468):

Displaying 8 items.

• Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
• A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
• ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
• On hysteretic vector autoregressive model with applications (Q5107318) (← links)
• Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
• An Application of Bayesian Seemingly Unrelated Regression Models with Flexible Tails (Q5267861) (← links)
• ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
• Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)