Pages that link to "Item:Q5197406"
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The following pages link to The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406):
Displaying 8 items.
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)
