The following pages link to Monica Billio (Q635188):
Displaying 20 items.
- Portfolio symmetry and momentum (Q635190) (← links)
- Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis (Q819435) (← links)
- A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339) (← links)
- Switching state-space models: likelihood function, filtering and smoothing (Q1299533) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (Q3065499) (← links)
- Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750) (← links)
- Bayesian Nonparametric Sparse Vector Autoregressive Models (Q4689048) (← links)
- Granger-causality in Markov switching models (Q5130215) (← links)
- Stochastic optimization for allocation problems with shortfall risk constraints (Q5430355) (← links)
- Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis (Q5881618) (← links)
