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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Clements, Michael P."
~subject:"Robustes Verfahren"
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Robustes Verfahren
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McAleer, Michael
Clements, Michael P.
Caporin, Massimiliano
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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