//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Caporin, Massimiliano"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Improving business processes w...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Modellierung
25
Scientific modelling
25
ARCH model
19
ARCH-Modell
19
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
14
Prognoseverfahren
14
Volatility
8
Volatilität
8
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Analysis of variance
5
Varianzanalyse
5
Multivariate Analyse
3
Multivariate analysis
3
Risikomaß
3
Risk measure
3
Estimation
2
Estimation theory
2
Robust statistics
2
Robustes Verfahren
2
Schätztheorie
2
Schätzung
2
Block structures
1
Business network
1
Capital income
1
Causality analysis
1
Conditional volatility models
1
GARCH models
1
Heavy-tailed distribution
1
Kapitaleinkommen
1
Kausalanalyse
1
Leverage effects
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metal market
1
Metallmarkt
1
more ...
less ...
Online availability
All
Free
18
Undetermined
2
Type of publication
All
Book / Working Paper
22
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
25
Author
All
Caporin, Massimiliano
Farzanegan, Mohammad Reza
148
Scheer, August-Wilhelm
102
Becker, Jörg
81
McAleer, Michael
58
Salehi, Mahdi
58
Salehi-Isfahani, Djavad
54
Ravazzolo, Francesco
51
Vom Brocke, Jan
50
Akhavan, Peyman
48
Rosemann, Michael
48
Valadkhani, Abbas
45
Homburg, Christian
41
Hendry, David F.
38
Casarin, Roberto
35
Loos, Peter
35
Aalst, Wil van der
34
Röglinger, Maximilian
33
Billio, Monica
31
Pesaran, M. Hashem
31
Mendling, Jan
30
Wildemann, Horst
30
Shahin, Arash
29
Swanson, Norman R.
28
Binckebanck, Lars
27
Frank, Ulrich
27
Gadatsch, Andreas
27
Lasch, Rainer
27
Slack, Nigel
27
Dijk, Herman K. van
26
Franses, Philip Hans
26
Kühnapfel, Jörg B.
26
Recker, Jan
26
Schorfheide, Frank
26
Canova, Fabio
25
Johansen, Søren
25
Koop, Gary
25
Moormann, Jürgen
25
Dizaji, Sajjad Faraji
24
Hansen, Lars Peter
24
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
8
Econometric Institute research papers
7
Applied economics
1
International review of economics & finance : IREF
1
Journal of economic surveys
1
SAFE Working Paper
1
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
2
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
7
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
8
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
Saved in:
9
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987667
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->