Pages that link to "Item:Q1659124"
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The following pages link to Matrix exponential stochastic volatility with cross leverage (Q1659124):
Displayed 8 items.
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- (Q5011474) (← links)
- (Q5011566) (← links)
- (Q5879918) (← links)
- Comment on article by Windle and Carvalho (Q5966324) (← links)