The following pages link to (Q3374310):
Displaying 20 items.
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Shaking the tree: an agency-theoretic model of asset pricing (Q665534) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353) (← links)
- Exact predictive densities for linear models with ARCH disturbances (Q1118320) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- A test for constant correlations in a multivariate GARCH model (Q1584770) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- A full-factor multivariate GARCH model (Q4458359) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- A multiplicative model for volume and volatility (Q4994404) (← links)
- A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)
- Analysis of hedging based on co-persistence theory (Q5127119) (← links)
- Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
