Pages that link to "Item:Q6135331"
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The following pages link to High‐dimensional sparse multivariate stochastic volatility models (Q6135331):
Displaying 4 items.
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)