Pages that link to "Item:Q61439"
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The following pages link to Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439):
Displaying 13 items.
- BEKKs (Q61440) (← links)
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Unrestricted maximum likelihood estimation of multivariate realized volatility models (Q2079416) (← links)
- A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← links)
- Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
- Quasi-optimal Bayesian procedures of many hypotheses testing (Q5128893) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
