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A scientific classification of volatility models
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 24 (2010) 1, pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
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The ten commandments for managing investments
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 24 (2010) 1, pp. 196-200
Persistent link: https://www.econbiz.de/10003948951
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Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 26 (2012) 4, pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
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A survey on the four families of performance measures
Caporin, Massimiliano; Jannin, Grégory M.; Lisi, Francesco - In: Journal of economic surveys 28 (2014) 5, pp. 917-942
Persistent link: https://www.econbiz.de/10011293755
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DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 26 (2012) 4, pp. 736-752
Persistent link: https://www.econbiz.de/10010000502