Pages that link to "Item:Q5034242"
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The following pages link to Modeling and forecasting realized covariance matrices with accounting for leverage (Q5034242):
Displaying 6 items.
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Closed-form estimator for the matrix-variate Gamma distribution (Q5003660) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)