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~isPartOf:"Mathematics and Computers in Simulation (MATCOM)"
~isPartOf:"Staff working papers / Bank of England"
~person:"Caporin, Massimiliano"
~person:"Kapetanios, George"
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Caporin, Massimiliano
Kapetanios, George
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A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George
;
Price, Simon
;
Young, Garry
-
2017
Persistent link: https://www.econbiz.de/10011913011
Saved in:
2
Fast clustering of GARCH processes via Gaussian mixture models
Aielli, Gian Piero
;
Caporin, Massimiliano
- In:
Mathematics and Computers in Simulation (MATCOM)
94
(
2013
)
C
,
pp. 205-222
The financial econometrics literature includes several
Multivariate
GARCH models where the model parameter matrices …
Persistent link: https://www.econbiz.de/10010751789
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