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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Structural break"
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Börsenkurs
Prognoseverfahren
Structural break
Analysis of variance
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Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
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2
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
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3
Testing for causality in variance in the presence of breaks
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452541
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