//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Global business & economics review"
~isPartOf:"Springer eBook Collection / Business and Economics"
~isPartOf:"Working paper"
~language:"eng"
~person:"Caporin, Massimiliano"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
7
Scientific modelling
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Forecasting model
5
Prognoseverfahren
5
Theorie
4
Theory
4
Volatility
3
Volatilität
3
Analysis of variance
2
Correlation
2
Korrelation
2
Risikomaß
2
Risk measure
2
Statistical method
2
Statistische Methode
2
Stochastic process
2
Stochastischer Prozess
2
Varianzanalyse
2
2000-2010
1
Capital income
1
Estimation
1
Kapitaleinkommen
1
Schätzung
1
Stated representation, Derived model, Assumed properties, Asymptotic properties
1
Statistical distribution
1
Statistische Verteilung
1
USA
1
United States
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Language
All
English
Author
All
Caporin, Massimiliano
McAleer, Michael
117
Reed, W. Robert
67
Chang, Chia-Lin
51
Wen, Yi
35
Guidolin, Massimo
28
Coupé, Tom
26
Heimonen, Kari
22
Larsen, Birthe
22
Neely, Christopher J.
22
Piger, Jeremy Max
20
Bennedsen, Morten
19
Nelson, Edward
19
Guo, Hui
18
Owyang, Michael T.
18
Garrett, Thomas Andrew
17
Brandt, Urs Steiner
16
Wall, Howard J.
16
Clark, Jeremy
15
Dueker, Michael
15
Oxley, Les
15
Servátka, Maroš
15
Hickson, Stephen
14
Wheeler, Christopher H.
14
Wheelock, David C.
14
Anderson, Richard G.
13
Budzinski, Oliver
13
Guender, Alfred V.
13
Mangeloja, Esa
13
Menclova, Andrea Kutinova
13
Białkowski, Je̜drzej
12
Gavin, William T.
12
Thornton, Daniel L.
12
Andersen, Steffen
11
Das, Kuntal K.
11
Raimondos-Møller, Pascalis
11
Allen, David E.
10
DiCecio, Riccardo
10
Koska, Onur A.
10
Mayer, Thierry
10
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Global business & economics review
Springer eBook Collection / Business and Economics
Working paper
Working papers
3
CREATES research paper
2
SAFE working paper
2
Department of Economics working paper series
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
2
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
4
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
5
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
6
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:
7
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
8
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
9
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->