Pages that link to "Item:Q5433115"
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The following pages link to Estimation of temporally aggregated multivariate GARCH models (Q5433115):
Displaying 8 items.
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- Causality and forecasting in temporally aggregated multivariate GARCH processes (Q3566442) (← links)
- Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)