Pages that link to "Item:Q4302551"
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The following pages link to Volatility and Links between National Stock Markets (Q4302551):
Displayed 18 items.
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Risk sharing and counter-cyclical variation in market correlations (Q844776) (← links)
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- Factor estimation using MCMC-based Kalman filter methods (Q961117) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- Price volatility and risk with non-separability of preferences (Q1964739) (← links)
- Contagion around the October 1987 stock market crash (Q2383128) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (Q3532764) (← links)
- A full-factor multivariate GARCH model (Q4458359) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)
- A test for volatility spillover with application to exchange rates (Q5939173) (← links)
- Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680) (← links)