Pages that link to "Item:Q6089161"
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The following pages link to Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161):
Displaying 3 items.
- Multivariate asset price dynamics with stochastic covariation (Q2994859) (← links)
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584) (← links)