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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Caporin, Massimiliano"
~person:"Jackson, Peter R."
~type_genre:"Graue Literatur"
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Caporin, Massimiliano
Jackson, Peter R.
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
3
A critique of Wolak's evaluation of the NZ electricity market : the incentive to exercise market power with elastic demand and transmission loss
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012218
Saved in:
4
A critique of Wolak's evaluation of the NZ electricity market : introduction and overview
Evans, Lewis T.
;
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012224
Saved in:
5
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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