Identifying financial time series with similar dynamic conditional correlation (Q2445570): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2009.07.026 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2081769218 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4718452 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of Times Series with Unequal Length in the Frequency Domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series clustering and classification by the autoregressive metric / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple multivariate ARCH model specified by random coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility spillovers, interdependence and comovements: a Markov switching approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric multivariate normal mixture GARCH / rank
 
Normal rank
Property / cites work
 
Property / cites work: A significance test for classifying arma models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Clusters of time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Clustering heteroskedastic time series by model-based procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset allocation using flexible dynamic correlation models with regime switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Equal Predictability of Stationary ARMA Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regime switching for dynamic correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate GARCH Models / rank
 
Normal rank

Latest revision as of 10:19, 8 July 2024

scientific article
Language Label Description Also known as
English
Identifying financial time series with similar dynamic conditional correlation
scientific article

    Statements

    Identifying financial time series with similar dynamic conditional correlation (English)
    0 references
    0 references
    14 April 2014
    0 references

    Identifiers