Robust ranking of multivariate GARCH models by problem dimension
Massimiliano Caporin, Michael McAleer
| Year of publication: |
[2012]
|
|---|---|
| Authors: | Caporin, Massimiliano ; McAleer, Michael |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, University of Canterbury |
| Subject: | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Robustes Verfahren | Robust statistics | Multivariate Analyse | Multivariate analysis |
| Extent: | Online-Ressource (1 electronic document (31 p., 861,36 Kb)) |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2012,06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on May 22, 2012) "April 2012"--Added t.p Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 28-31) Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009562979