Pages that link to "Item:Q5696353"

The following pages link to AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353):

Displayed 3 items.

• Distributional analysis of empirical volatility in GARCH processes (Q947260) ‎ (← links)
• Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) ‎ (← links)
• NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) ‎ (← links)