Author:
Rombouts Jeroen V.K.,Scaillet Olivier,Veredas David,Zakoian Jean-Michel
Subject
Applied Mathematics,Economics and Econometrics
Reference18 articles.
1. Spanning tests for Markowitz stochastic dominance;Arvanitis;J. Econometrics,2020
2. The logarithmic ACD model: An application to the bid-ask quote process of three NYSE stocks;Bauwens;Ann. d’Economie et de Stat.,2000
3. Multivariate GARCH models: A survey;Bauwens;J. Appl. Econometrics,2006
4. Nonlinearities and regimes in conditional correlations with different dynamics;Bauwens;J. Econometrics,2020
5. Multivariate leverage effects and realized semicovariance GARCH models;Bollerslev;J. Econometrics,2020
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献