Pages that link to "Item:Q1025339"
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The following pages link to A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339):
Displaying 7 items.
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Fast clustering of GARCH processes via Gaussian mixture models (Q2227446) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
