Pages that link to "Item:Q4415851"

The following pages link to The relation between conditionally heteroskedastic factor models and factor GARCH models (Q4415851):

Displaying 4 items.

• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• The common and specific components of dynamic volatility (Q291638) (← links)
• Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
• The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)