Pages that link to "Item:Q693317"
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The following pages link to Cholesky-GARCH models with applications to finance (Q693317):
Displaying 15 items.
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- An improved modified cholesky decomposition approach for precision matrix estimation (Q5107717) (← links)
- Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252) (← links)
- Volatility prediction based on scheduled macroeconomic announcements (Q5256378) (← links)
- An improved banded estimation for large covariance matrix (Q5875206) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso (Q6071705) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance (Q6618102) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
