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~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Poss, Michael"
~person:"Wong, Wing Keung"
~type_genre:"Arbeitspapier"
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
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2010
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Rev.
Persistent link: https://www.econbiz.de/10008760514
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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