Pages that link to "Item:Q738147"

The following pages link to The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147):

Displaying 18 items.

• An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• Managing risk with a realized copula parameter (Q1659106) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
• A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
• Unrestricted maximum likelihood estimation of multivariate realized volatility models (Q2079416) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Infinite Markov pooling of predictive distributions (Q2673184) (← links)
• Realized BEKK-CAW models (Q2693372) (← links)
• DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
• Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
• Closed-form estimator for the matrix-variate Gamma distribution (Q5003660) (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
• Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
• Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)