Pages that link to "Item:Q961408"
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The following pages link to Asymmetric multivariate normal mixture GARCH (Q961408):
Displaying 15 items.
- Multivariate truncated moments (Q391583) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- Dynamic factor multivariate GARCH model (Q1623556) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Identifying financial time series with similar dynamic conditional correlation (Q2445570) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
- Portfolio Selection with Common Correlation Mixture Models (Q3606095) (← links)
- Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution (Q5169738) (← links)
