2

Multivariate rotated ARCH models

Year:
2014
Language:
english
File:
PDF, 1.02 MB
english, 2014
5

Fitting vast dimensional time-varying covariance models

Year:
2008
Language:
english
File:
PDF, 231 KB
english, 2008
7

Multivariate high-frequency-based volatility (HEAVY) models

Year:
2012
Language:
english
File:
PDF, 545 KB
english, 2012