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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Caporin, Massimiliano"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Forecasting model"
~type_genre:"Kongress"
~type_genre:"Working Paper"
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Aktienmarkt
Forecasting model
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Modellierung
2
Scientific modelling
2
Time series analysis
2
Varianzanalyse
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Zeitreihenanalyse
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2000-2010
1
Capital income
1
Estimation
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Kapitaleinkommen
1
Risikomaß
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Risk measure
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Volatility
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English
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Caporin, Massimiliano
McAleer, Michael
6
Asai, Manabu
1
Chang, Chia-Lin
1
Franses, Philip Hans
1
Medeiros, Marcelo C.
1
Oxley, Les
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University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
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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
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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