Pages that link to "Item:Q1623556"
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The following pages link to Dynamic factor multivariate GARCH model (Q1623556):
Displaying 4 items.
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
