Pages that link to "Item:Q959389"
From MaRDI portal
The following pages link to The impact of general non-parametric volatility functions in multivariate GARCH models (Q959389):
Displaying 11 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Functional modelling of volatility in the Swedish limit order book (Q961406) (← links)
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
- Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction (Q4687534) (← links)
- Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961) (← links)
- Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621) (← links)
- Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
