Pages that link to "Item:Q5485101"
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The following pages link to Multivariate Stochastic Volatility: An Overview (Q5485101):
Displayed 7 items.
- Exponential series estimator of multivariate densities (Q530957) (← links)
- Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Extremal quantiles and stock price crashes (Q6082959) (← links)