Pages that link to "Item:Q128853"

The following pages link to A component model for dynamic correlations (Q128853):

Displaying 17 items.

• dccmidas (Q128865) (← links)
• On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
• The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
• Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
• Dynamic factor multivariate GARCH model (Q1623556) (← links)
• Managing risk with a realized copula parameter (Q1659106) (← links)
• Bootstrap tests of multiple inequality restrictions on variance ratios (Q1929115) (← links)
• Tail dependence network of new energy vehicle industry in mainland China (Q2159570) (← links)
• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
• Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
• Multivariate rotated ARCH models (Q2512636) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• A neural network enhanced volatility component model (Q4991057) (← links)
• Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)
• Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach (Q6615798) (← links)