Pages that link to "Item:Q4687601"
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The following pages link to On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (Q4687601):
Displaying 8 items.
- Forecasting multivariate realized stock market volatility (Q737267) (← links)
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility (Q4687543) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
