Pages that link to "Item:Q2116339"

The following pages link to Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339):

Displaying 3 items.

• Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
• Realized BEKK-CAW models (Q2693372) (← links)
• (Q5879918) (← links)