Pages that link to "Item:Q5485105"
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The following pages link to Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105):
Displaying 7 items.
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
- Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
- Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
- Multivariate Stochastic Volatility Model with Cross Leverage (Q3298481) (← links)
