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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
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McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
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2023
Persistent link: https://www.econbiz.de/10014329798
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