Pages that link to "Item:Q3182650"
From MaRDI portal
The following pages link to Efficient factor GARCH models and factor-DCC models (Q3182650):
Displaying 4 items.
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Causality in Linear Nongaussian Acyclic Models in the Presence of Latent Gaussian Confounders (Q5378207) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
