Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets

Keyphrases

• Scalar 100%
• Linear Dependence 100%
• Multivariate Model 100%
• Volatility 100%
• Asian Markets 100%
• Correlation Matrix 50%
• Square Root 50%
• Interdependence 50%
• Conditional Covariance 50%
• Covariance Matrix 50%
• Random Variables 50%
• (R)-1 50%
• Multidimensional Array 50%
• Equity Markets 50%
• Contagion 50%
• Market Returns 50%
• Multivariate Autoregressive Model 50%
• Heteroscedastic Model 50%
• Linear Independence 50%
• Multivariate Distribution 50%
• Generalized Variance 50%
• Collective Correlations 50%
• Market Interdependence 50%

Mathematics

• Matrix (Mathematics) 100%
• Linear Dependence 66%
• Conditionals 66%
• Statistics 33%
• Covariance 33%
• Random Variable 33%
• Correlation Matrix 33%
• Square Root 33%
• Covariance Matrix 33%
• Linear Independence 33%
• Multivariate Distribution 33%
• Generalized Variance 33%
• Equity Market 33%

Economics, Econometrics and Finance

• Financial Market 100%
• Volatility 100%