×
Log in
Upload File
Most Popular
Study
Business
Design
Technology
Travel
Explore all categories
The top documents of francesco-audrino
Average conditional correlation and tree structures for multivariate GARCH models
214 views
Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging
213 views
Estimating and predicting multivariate volatility thresholds in global stock markets
219 views
The impact of general non-parametric volatility functions in multivariate GARCH models
215 views