Pages that link to "Item:Q1584770"
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The following pages link to A test for constant correlations in a multivariate GARCH model (Q1584770):
Displaying 12 items.
- Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- The impact of general non-parametric volatility functions in multivariate GARCH models (Q959389) (← links)
- Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (Q3087577) (← links)
- Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
- Digital Currencies: A Multivariate GARCH Approach (Q3294783) (← links)
- TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION (Q5134495) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
