Pages that link to "Item:Q737267"
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The following pages link to Forecasting multivariate realized stock market volatility (Q737267):
Displayed 26 items.
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← 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)
- A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
- Hellinger distance and non-informative priors (Q899064) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
- 24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087) (← links)
- FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (Q4976362) (← links)
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- Modeling and forecasting realized covariance matrices with accounting for leverage (Q5034242) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)