Pages that link to "Item:Q819435"
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The following pages link to Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis (Q819435):
Displaying 14 items.
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Contagion and global financial crises: lessons from nine crisis episodes (Q2416080) (← links)
- Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- A regime switching skew-normal model of contagion (Q2697018) (← links)
- (Q5125149) (← links)
- (Q5125159) (← links)
- Adding flexibility to Markov Switching models (Q5142162) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)