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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~subject:"Analysis of variance"
~subject:"Theorie"
~subject:"Welt"
~type:"book"
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Caporin, Massimiliano
McAleer, Michael
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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
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Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
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