Pages that link to "Item:Q5349009"
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The following pages link to ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009):
Displaying 6 items.
- Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- (Q2993358) (← links)
- Sequential detection of parameter changes in dynamic conditional correlation models (Q6579557) (← links)
- Fitting Vast Dimensional Time-Varying Covariance Models (Q6617786) (← links)
- Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (Q6626310) (← links)