Pages that link to "Item:Q2511805"
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The following pages link to Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805):
Displaying 4 items.
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility (Q6616628) (← links)