Pages that link to "Item:Q5485102"

The following pages link to Multivariate Stochastic Volatility: A Review (Q5485102):

Displaying 50 items.

• A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
• Econometric modelling in finance and risk management: an overview (Q299247) (← links)
• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← links)
• Modelling and forecasting noisy realized volatility (Q429642) (← links)
• Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Forecasting multivariate realized stock market volatility (Q737267) (← links)
• The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
• Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
• A multivariate threshold stochastic volatility model (Q960327) (← links)
• Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
• A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339) (← links)
• Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
• Testing for jumps in the stochastic volatility models (Q1025341) (← links)
• Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
• Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
• A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
• A method for high-dimensional smoothing (Q1726162) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
• Integral transform methods in goodness-of-fit testing. II: The Wishart distributions (Q2027219) (← links)
• A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870) (← links)
• Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
• Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
• A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
• Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
• Dynamic conditional angular correlation (Q2305980) (← links)
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
• COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
• Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
• Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
• Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388) (← links)
• Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
• Bayesian non-parametrics and the probabilistic approach to modelling (Q2955477) (← links)
• Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
• A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
• Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
• Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)