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~isPartOf:"Economic and environmental studies : a journal for sustainable development ; E&ES"
~isPartOf:"Environment, development, and sustainability : perspectives and cases from around the world"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~subject:"Biotechnologie"
~subject:"Forecasting model"
~subject:"Sustainable development"
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Biotechnologie
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Caporin, Massimiliano
McAleer, Michael
26
Kapetanios, George
12
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Farnia, Luca
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Farzin, Yeganeh Hossein
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Platje, Joost
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Pérez Amaral, Teodosio
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Österholm, Pär
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Allen, David E.
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Asai, Manabu
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Economic and environmental studies : a journal for sustainable development ; E&ES
Environment, development, and sustainability : perspectives and cases from around the world
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International review of economics & finance : IREF
2
Bozen economics & management paper series : BEMPS
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ECONIS (ZBW)
6
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Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
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/10009562985
Saved in:
3
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
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/10008669311
Saved in:
6
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
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