Pages that link to "Item:Q4415851"

The following pages link to The relation between conditionally heteroskedastic factor models and factor GARCH models (Q4415851):

Displaying 10 items.

• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• The common and specific components of dynamic volatility (Q291638) (← links)
• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
• Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
• On the univariate representation of BEKK models with common factors (Q1695673) (← links)
• Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
• GARCH-type factor model (Q2140876) (← links)
• The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
• Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
• Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680) (← links)