Pages that link to "Item:Q2691761"
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The following pages link to A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761):
Displaying 3 items.
- Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (Q1934775) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Stock volatility predictability in bull and bear markets (Q5139219) (← links)