Pages that link to "Item:Q2918309"
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The following pages link to A new conditionally heteroscedastic model for asset returns time series (Q2918309):
Displaying 5 items.
- Conditionally exponential dependence model for asset returns (Q1370448) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Time varying betas and the unconditional distribution of asset returns (Q2869990) (← links)
- Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (Q3117330) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)