Pages that link to "Item:Q1659110"
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The following pages link to The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110):
Displaying 4 items.
- Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)