Pages that link to "Item:Q5697633"
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The following pages link to AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633):
Displaying 50 items.
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- Patent activity and technical change (Q280261) (← links)
- Econometric modelling in finance and risk management: an overview (Q299247) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304) (← links)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- Multivariate volatility in environmental finance (Q929681) (← links)
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- How has volatility in metals markets changed? (Q929691) (← links)
- Is Greater China a currency union?: A tale of the Chinese trio (Q929711) (← links)
- Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach (Q929743) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Intra-daily information of range-based volatility for MEM-GARCH (Q1025346) (← links)
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Currency hedging strategies using dynamic multivariate GARCH (Q2227443) (← links)
- Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures (Q2227445) (← links)
- GFC-robust risk management under the Basel accord using extreme value methodologies (Q2227447) (← links)
- Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449) (← links)
- Mapping the presidential election cycle in US stock markets (Q2271596) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
- On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
- Three-factor profile analysis with GARCH innovations (Q2479433) (← links)
- Modelling time series when mean and variability both change (Q2479440) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Testing for contagion in ASEAN exchange rates (Q2486199) (← links)
- Speculation and destabilisation (Q2486226) (← links)
- On Some Models for Value-At-Risk (Q3063860) (← links)
