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subject:"ARCH-Modell"
~isPartOf:"Econometric reviews"
~person:"Caporin, Massimiliano"
~subject:"Forecasting model"
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ARCH-Modell
Forecasting model
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Caporin, Massimiliano
McAleer, Michael
3
Teräsvirta, Timo
3
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2
Jawadi, Fredj
2
Li, Wai Keung
2
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Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
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2
Periodic long-memory GARCH models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
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3
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
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