Pages that link to "Item:Q1753058"
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The following pages link to Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058):
Displaying 6 items.
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- High-dimensional penalized arch processes (Q5861049) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Autoregressive conditional betas (Q6193071) (← links)
