Pages that link to "Item:Q1023631"
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The following pages link to Volatility spillovers, interdependence and comovements: a Markov switching approach (Q1023631):
Displaying 12 items.
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Clustering heteroskedastic time series by model-based procedures (Q1023824) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Sovereign credit ratings, market volatility, and financial gains (Q1623504) (← links)
- A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
- Identifying financial time series with similar dynamic conditional correlation (Q2445570) (← links)
- Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- Capturing the Spillover Effect With Multiplicative Error Models (Q2794787) (← links)
- A time varying hidden Markov model with latent information (Q4970951) (← links)
