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~institution:"Birkbeck College / Department of Economics"
~institution:"Committee on International Economic Policy and Reform"
~institution:"Council on Foreign Relations"
~institution:"Institut für Weltwirtschaft"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Eichengreen, Barry"
~person:"Gersbach, Hans"
~person:"Härdle, Wolfgang"
~person:"Joshi, Heather"
~person:"McAleer, Michael"
~person:"Snower, Dennis J."
~subject:"Scientific modelling"
~type_genre:"Graue Literatur"
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Caporale, Guglielmo Maria
Eichengreen, Barry
Gersbach, Hans
Härdle, Wolfgang
Joshi, Heather
McAleer, Michael
Snower, Dennis J.
Caporin, Massimiliano
3
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Committee on International Economic Policy and Reform
Council on Foreign Relations
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University of Canterbury / Dept. of Economics and Finance
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1
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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2
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
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3
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
4
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
5
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
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