Pages that link to "Item:Q4364848"

The following pages link to On a multivariate conditional heteroscedastic model (Q4364848):

Displaying 17 items.

• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
• An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
• Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
• Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
• Multivariate volatility in environmental finance (Q929681) (← links)
• Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach (Q929743) (← links)
• On some probabilistic properties of double periodic AR models (Q1003807) (← links)
• A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
• Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
• On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
• Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
• Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (Q2486212) (← links)
• BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)
• Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
• Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
• ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
• On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)