The following pages link to Matrix exponential GARCH (Q278044):
Displaying 15 items.
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Forecasting multivariate realized stock market volatility (Q737267) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Sequential conditional correlations: inference and evaluation (Q2630121) (← links)
- A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- (Q5879918) (← links)
- A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
