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~isPartOf:"Working paper"
~person:"Anderson, Barry"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~subject:"Varianzanalyse"
~type_genre:"Non-commercial literature"
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Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2010
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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
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2011
Persistent link: https://www.econbiz.de/10009412785
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