Pages that link to "Item:Q4568273"
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The following pages link to Stationarity and invertibility of a dynamic correlation matrix (Q4568273):
Displaying 5 items.
- The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← 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)
- Dynamic conditional angular correlation (Q2305980) (← links)