Pages that link to "Item:Q1021853"
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The following pages link to Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853):
Displaying 10 items.
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Time-varying copula models for financial time series (Q5197403) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- A note on the tails of the GO-GARCH process (Q6537774) (← links)
