Pages that link to "Item:Q1623552"
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The following pages link to Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552):
Displaying 4 items.
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
