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~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Hamori, Shigeyuki"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Caporin, Massimiliano
Hamori, Shigeyuki
McAleer, Michael
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Chang, Chia-Lin
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ECONIS (ZBW)
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Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
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2
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
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3
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
4
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987667
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