Pages that link to "Item:Q3182774"
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The following pages link to A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774):
Displaying 19 items.
- A component model for dynamic correlations (Q128853) (← links)
- Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis (Q819435) (← links)
- Estimating VAR-MGARCH models in multiple steps (Q905385) (← links)
- A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- A generalized class of correlated run shock models (Q1994044) (← links)
- Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236) (← links)
- Dynamic conditional angular correlation (Q2305980) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
- ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
- Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231) (← links)
- Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach (Q6615798) (← links)
