Pages that link to "Item:Q4687336"

The following pages link to Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range (Q4687336):

Displaying 2 items.

• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)