Pages that link to "Item:Q4619483"
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The following pages link to A nested factor model for non-linear dependencies in stock returns (Q4619483):
Displaying 5 items.
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Correlation as probability: applications of Sheppard’s formula to financial assets (Q4554459) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
