Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.matcom.2008.07.013
+Normal rank
@@ Property / OpenAlex ID @@
+W2090673810
@@ Property / OpenAlex ID: W2090673810 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Forecasting conditional correlations in stock, bond and foreign exchange markets
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
@@ Property / cites work: ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
+Normal rank
@@ Property / cites work @@
+GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
+Normal rank
@@ Property / cites work @@
+An econometric analysis of asymmetric volatility: theory and application to patents
+Normal rank
@@ Property / cites work @@
+Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank