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~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Jaarsveld, Willem van"
~person:"Kleibergen, Frank"
~person:"Leij, Marco van der"
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Search: subject:"Stochastisches Modell "
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2000-2010
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Caporin, Massimiliano
Jaarsveld, Willem van
Kleibergen, Frank
Leij, Marco van der
McAleer, Michael
16
Asai, Manabu
4
Chang, Chia-Lin
4
Franses, Philip Hans
4
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Hooi Hooi Lean
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2
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1
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1
Eckert, Christine
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ECONIS (ZBW)
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Simultaneous optimization of speed and buffer times for robust transportation systems
Mulder, Judith
;
Jaarsveld, Willem van
;
Dekker, Rommert
-
2016
Persistent link: https://www.econbiz.de/10011555143
Saved in:
2
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/10009619566
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
4
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
5
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
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