Pages that link to "Item:Q6617825"
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The following pages link to Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825):
Displaying 4 items.
- Modelling volatility dependence with score copula models (Q6553228) (← links)
- Dynamic partial correlation models (Q6554221) (← links)
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)