Pages that link to "Item:Q291621"
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The following pages link to A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621):
Displaying 5 items.
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
