The following pages link to Multivariate rotated ARCH models (Q2512636):
Displaying 13 items.
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
