Pages that link to "Item:Q3161679"
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The following pages link to Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679):
Displaying 11 items.
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- News impact curve for stochastic volatility models (Q2440158) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- (Q5879918) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
