Pages that link to "Item:Q4302551"
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The following pages link to Volatility and Links between National Stock Markets (Q4302551):
Displayed 46 items.
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Seasonality and idiosyncratic risk in mutual fund performance (Q297003) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- International market links and volatility transmission (Q528027) (← links)
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Forecasting multivariate realized stock market volatility (Q737267) (← links)
- Risk sharing and counter-cyclical variation in market correlations (Q844776) (← links)
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- Factor estimation using MCMC-based Kalman filter methods (Q961117) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- Price volatility and risk with non-separability of preferences (Q1964739) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Contagion around the October 1987 stock market crash (Q2383128) (← links)
- Editorial: Dynamic factor models (Q2439042) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Financial integration in the GCC region: market size versus national effects (Q2661804) (← links)
- An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (Q3532764) (← links)
- A full-factor multivariate GARCH model (Q4458359) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
- A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)
- Efficiency bounds for semiparametric models with singular score functions (Q5860999) (← links)
- A test for volatility spillover with application to exchange rates (Q5939173) (← links)
- Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680) (← links)