Pages that link to "Item:Q1927134"
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The following pages link to On the estimation of dynamic conditional correlation models (Q1927134):
Displaying 15 items.
- Estimating VAR-MGARCH models in multiple steps (Q905385) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Dynamic factor multivariate GARCH model (Q1623556) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
- Monitoring the mean of multivariate financial time series (Q6570581) (← links)
- Computational finance: correlation, volatility, and markets (Q6604414) (← links)
- Fitting Vast Dimensional Time-Varying Covariance Models (Q6617786) (← links)
- Large Dynamic Covariance Matrices (Q6634867) (← links)
