Pages that link to "Item:Q302185"
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The following pages link to The Wishart autoregressive process of multivariate stochastic volatility (Q302185):
Displayed 27 items.
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- (Q5011566) (← links)
- Modeling and forecasting realized covariance matrices with accounting for leverage (Q5034242) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
- PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- Factor Multivariate Stochastic Volatility via Wishart Processes (Q5485107) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
- Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation (Q6115549) (← links)
- Autoregressive mixture models for clustering time series (Q6134638) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)