Ranking Multivariate GARCH Models by Problem Dimension
Year of publication: |
2010
|
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Authors: | Caporin, Massimiliano |
Other Persons: | McAleer, Michael (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance | Multivariate Analyse | Multivariate analysis |
Extent: | 1 Online-Ressource (107 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 28, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1601236 [DOI] |
Classification: | C23 - Models with Panel Data ; C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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