framework. However, little is known about the ranking of multivariate volatility models in terms of their forecasting ability …. The ranking of multivariate volatility models is inherently problematic because it requires the use of a proxy for the … unobservable volatility matrix and this substitution may severely affect the ranking. We address this issue by investigating the …

quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and … ranking systems are competing, allow for different disciplinary gravity and sometimes give orthogonal results. Here a … Scholar (GS) systems is presented. Quantile regression allows us to successfully predict missing ranking data and to obtain a …

the general differences between universities are smaller compared to, e.g., the USA. I use the University Ranking of the … Quacquarelli Symonds and a revealed preference and acceptance ranking to measure the quality of a university. Both rankings show a …