The following pages link to rmgarch (Q38574):
Displaying 14 items.
- (Q98108) (redirect page) (← links)
- ConnectednessApproach (Q98110) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- VIRF (Q145540) (← links)
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
