Pages that link to "Item:Q4971416"
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The following pages link to Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416):
Displaying 3 items.
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso (Q6071705) (← links)