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~isPartOf:"SAFE working paper"
~isPartOf:"Working paper"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"Business cycle"
~subject:"Theory"
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Caporin, Massimiliano
Wen, Yi
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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
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
4
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
5
Estimation and model-based combination of causality networks
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Panzica, …
-
2017
-
This version: January 31, 2017
Causality is a widely-used concept in theoretical and empirical
economics
. The recent financial
economics
literature …
Persistent link: https://www.econbiz.de/10011598378
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