Pages that link to "Item:Q1604080"
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The following pages link to Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080):
Displayed 7 items.
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Efficient factor GARCH models and factor-DCC models (Q3182650) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)