Pages that link to "Item:Q737267"

The following pages link to Forecasting multivariate realized stock market volatility (Q737267):

Displaying 41 items.

• A forecasting model for stock market diversity (Q665777) (← links)
• High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
• The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
• Hellinger distance and non-informative priors (Q899064) (← links)
• Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
• Managing risk with a realized copula parameter (Q1659106) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
• A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
• Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
• Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
• A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
• Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902) (← links)
• A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
• Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
• Realized BEKK-CAW models (Q2693372) (← links)
• (Q2987136) (← links)
• DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
• Forecasting volatility for the stock market: a new hybrid model (Q3543516) (← links)
• Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
• 24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087) (← links)
• Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)
• On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (Q4687601) (← links)
• Forecasting high-dimensional realized volatility matrices using a factor model (Q4957246) (← links)
• FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (Q4976362) (← links)
• Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
• Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
• Modeling and forecasting realized covariance matrices with accounting for leverage (Q5034242) (← links)
• A multivariate volatility vine copula model (Q5034252) (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
• Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
• Modeling and Forecasting Realized Volatility (Q5472963) (← links)
• Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
• Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
• The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility (Q6616628) (← links)
• New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216) (← links)
• The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited (Q6626318) (← links)
• Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices (Q6635722) (← links)