Pages that link to "Item:Q738077"
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The following pages link to Volatility contagion: a range-based volatility approach (Q738077):
Displaying 9 items.
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Stock market contagion: a new approach (Q2416322) (← links)
- Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537) (← links)
- Robust minimum distance estimators for the CARR(1,1) model (Q5033942) (← links)
- A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)
- Volatility forecasting using stochastic conditional range model with leverage effect (Q6574620) (← links)