Pages that link to "Item:Q3577703"

The following pages link to NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703):

Displaying 13 items.

• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
• Estimating VAR-MGARCH models in multiple steps (Q905385) (← links)
• The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
• Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
• On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
• The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (Q4555122) (← links)
• Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
• Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
• Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766) (← links)