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

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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Forecasting conditional correlations in stock, bond and foreign exchange markets
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+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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+GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
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+An econometric analysis of asymmetric volatility: theory and application to patents
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+Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
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+Testing for a unit root in time series regression
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+Normal rank