Pages that link to "Item:Q736688"
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The following pages link to Efficient estimation of a multivariate multiplicative volatility model (Q736688):
Displaying 28 items.
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)
- Testing for parameter changes in linear state space models (Q6579702) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
- Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
