Sequential conditional correlations: inference and evaluation (Q2630121): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2009.05.002
@@ Property / DOI: 10.1016/j.jeconom.2009.05.002 / rank @@
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+https://doi.org/10.1016/j.jeconom.2009.05.002
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@@ Property / cites work @@
+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for multivariate GARCH processes.
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
@@ Property / cites work: ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix exponential GARCH
@@ Property / cites work: Matrix exponential GARCH / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility forecast comparison using imperfect volatility proxies
+Normal rank
@@ Property / cites work @@
+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2009.05.002
@@ Property / DOI: 10.1016/J.JECONOM.2009.05.002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2630121