Pages that link to "Item:Q2630121"
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The following pages link to Sequential conditional correlations: inference and evaluation (Q2630121):
Displaying 4 items.
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Weighted scatter estimation method of the GO-GARCH models (Q2930903) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
