Pages that link to "Item:Q1025339"
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The following pages link to A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339):
Displaying 16 items.
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Fast clustering of GARCH processes via Gaussian mixture models (Q2227446) (← links)
- Dynamic conditional angular correlation (Q2305980) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Sequential conditional correlations: inference and evaluation (Q2630121) (← links)
- The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection (Q3063006) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
- On the Benefits of Equicorrelation for Portfolio Allocation (Q4687562) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
