The role of asset prices in the formulation of monetary policy
Modeling Conditional Covariances With Economic Information Instruments
Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades - Ames - 2018 - Journal of Forecasting - Wiley Online Library
Multivariate GARCH models. The time varying variance-covariance for the exchange rate - GRIN
PDF) Forecasting Correlation and Covariance with a Range-Based Dynamic Conditional Correlation Model
Quantile treatment effects in difference in differences models with panel data - Callaway - 2019 - Quantitative Economics - Wiley Online Library
JRFM | Free Full-Text | Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review | HTML
SAS/ETS Software Focus Area
Financial Econometrics
Modeling Conditional Covariances With Economic Information Instruments
EViews 6 Users Guide II Garch - Chapter 29. ARCH and GARCH Estimation Most of the statistical tools - StuDocu
Modeling Conditional Covariances With Economic Information Instruments
Modeling Conditional Covariances With Economic Information Instruments | Request PDF
Large Dynamic Covariance Matrices
A proficient approach to forecast COVID-19 spread via optimized dynamic machine learning models | Scientific Reports
PDF) Modelling and Forecasting Conditional Covariances: DCC and Multivariate GARCH | michelle mangwanya - Academia.edu
Extending risk budgeting for market regimes and quantile factor models - Journal of Investment Strategies
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Value at Risk (VaR) Definition
ASYMMETRIC CONDITIONAL VOLATILITY MODELS: EMPIRICAL ESTIMATION AND COMPARISON OF FORECASTING ACCURACY
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage
The economic value of using CAW-type models to forecast covariance matrix | Emerald Insight
