The following pages link to (Q5326969):
Displaying 15 items.
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- Multivariate volatility in environmental finance (Q929681) (← links)
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- Mean-variance analysis and the modified market portfolio (Q2291810) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- (Q3307800) (← links)
- A multifactor volatility Heston model (Q3539544) (← links)
- Multivariate Stochastic Volatility (Q3646962) (← links)
- Index volatility and the put-call ratio: a tale of three markets (Q4957256) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)