Pages that link to "Item:Q726124"
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The following pages link to On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124):
Displaying 6 items.
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628) (← links)
