Pages that link to "Item:Q2886953"

The following pages link to ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS (Q2886953):

Displayed 4 items.

• A scalar dynamic conditional correlation model: structure and estimation (Q1989915) ‎ (← links)
• GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) ‎ (← links)
• NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) ‎ (← links)
• ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412) ‎ (← links)