Pages that link to "Item:Q1623522"
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The following pages link to Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522):
Displaying 5 items.
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Unrestricted maximum likelihood estimation of multivariate realized volatility models (Q2079416) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
