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~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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University of Canterbury / Dept. of Economics and Finance
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Ranking multivariate
GARCH
models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
2
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
3
Ranking multivariate
GARCH
models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
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