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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
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Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689067
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Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009412785
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009562979
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An experimental study of bubble formation in asset markets using the Tâtonnement pricing mechanism
Lugovskyy, Volodymyr; Puzzello, Daniela; Tucker, Steven … - 2009
Persistent link: https://www.econbiz.de/10008669706
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An experimental study of bubble formation in asset markets using the Tâtonnement Trading Institution
Lugovskyy, Volodymyr; Puzzello, Daniela; Tucker, Steven … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009012228