Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310): Difference between revisions

@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Variance Function Estimation
@@ Property / cites work: Variance Function Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
+Normal rank
@@ Property / cites work @@
+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
+Normal rank
@@ Property / cites work @@
+Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
+Normal rank
@@ Property / cites work @@
+GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Asymptotic Filtering Theory for Univariate Arch Models
+Normal rank
@@ Property / cites work @@
+Quadratic ARCH Models
@@ Property / cites work: Quadratic ARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+A test for constant correlations in a multivariate GARCH model
+Normal rank
@@ Property / cites work @@
+ARMA MODELS WITH ARCH ERRORS
@@ Property / cites work: ARMA MODELS WITH ARCH ERRORS / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
+Normal rank