Pages that link to "Item:Q2630121"
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The following pages link to Sequential conditional correlations: inference and evaluation (Q2630121):
Displaying 15 items.
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304) (← links)
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- A suggestion for constructing a large time-varying conditional covariance matrix (Q1673539) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Weighted scatter estimation method of the GO-GARCH models (Q2930903) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
- A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations (Q5392691) (← links)
- FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA (Q5403112) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Dynamic partial correlation models (Q6554221) (← links)
- Volatility analysis in high-frequency financial data (Q6604425) (← links)
