https://cireqmontreal.com/a-venir-90/
Dynamic Conditional Correlation Models for Realized Covariance Matrices - Centre interuniversitaire...
Dec 19, 2022 - Séminaire d’économétrie de Montréal 2012-2013conjoint avec les départements d’économique des universités de Montréal, du Québec à Montréal, Concordia et McGill...
conditional correlationcovariance matricesdynamicmodelsrealized
https://nicda.uc3m.es/publication/galeano/virbickaite-asymmetric-dcc/
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with...
Jan 1, 2016 - A Bayesian non-parametric approach for modeling the distribution of multiple returns is proposed. More specifically, an asymmetric dynamic conditional...
conditional correlationbayesiannonparametricapproach