Pages that link to "Item:Q2655303"
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The following pages link to A Student-\(t\) full factor multivariate GARCH model (Q2655303):
Displaying 5 items.
- Dynamic factor multivariate GARCH model (Q1623556) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
