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~institution:"University of Canterbury / Dept. of Economics and Finance"
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University of Canterbury / Dept. of Economics and Finance
International Water Management Institute (IWMI)
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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
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2009
Persistent link: https://www.econbiz.de/10008667753
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2
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
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3
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
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4
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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5
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
6
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
7
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
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