Pages that link to "Item:Q3571962"
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The following pages link to Semi-Parametric Modelling of Correlation Dynamics (Q3571962):
Displayed 7 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873) (← links)
- Using information quality for volatility model combinations (Q4683043) (← links)
- A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)