Pages that link to "Item:Q1623519"
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The following pages link to Robust ranking of multivariate GARCH models by problem dimension (Q1623519):
Displayed 6 items.
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- Forecasting financial market volatility using a dynamic topic model (Q1627814) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- An application of copulas to OPEC’s changing influence on fossil fuel prices (Q6049849) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)