Pages that link to "Item:Q5696353"
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The following pages link to AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353):
Displayed 17 items.
- Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series (Q1621673) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (Q4555122) (← links)
- The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
- Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)