Pages that link to "Item:Q290974"
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The following pages link to Temporal aggregation of multivariate GARCH processes (Q290974):
Displaying 8 items.
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
- Method of moments estimation of GO-GARCH models (Q737949) (← links)
- A spectral measure for the information loss of temporal aggregation (Q777828) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
