Pages that link to "Item:Q1695662"

The following pages link to Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662):

Displaying 5 items.

• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
• Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
• (Q5879918) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)