Pages that link to "Item:Q888317"
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The following pages link to Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317):
Displaying 5 items.
- Frontiers in time series and financial econometrics: an overview (Q888316) (← 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)
- Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
