Pages that link to "Item:Q2994859"
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The following pages link to Multivariate asset price dynamics with stochastic covariation (Q2994859):
Displaying 5 items.
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305) (← links)
- (Q3161918) (← links)
- Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201) (← links)