Pages that link to "Item:Q738077"
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The following pages link to Volatility contagion: a range-based volatility approach (Q738077):
Displaying 6 items.
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Stock market contagion: a new approach (Q2416322) (← links)
- Robust minimum distance estimators for the CARR(1,1) model (Q5033942) (← links)
- Volatility forecasting using stochastic conditional range model with leverage effect (Q6574620) (← links)
