Pages that link to "Item:Q5080532"
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The following pages link to Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (Q5080532):
Displaying 7 items.
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Adding flexibility to Markov Switching models (Q5142162) (← links)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
- Financial development, political instability, trade openness and growth in Brazil: evidence from a new dataset, 1890--2003 (Q6138870) (← links)
- Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model (Q6190951) (← links)
