Pages that link to "Item:Q3566443"
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The following pages link to Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443):
Displayed 10 items.
- Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Digital Currencies: A Multivariate GARCH Approach (Q3294783) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (Q4555122) (← links)
- Testing weak exogeneity in multiplicative error models (Q4555167) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- On the relationship between the matrix operators, vech and vecd (Q5160251) (← links)