Ranking multivariate GARCH models by problem dimension

Massimiliano Caporin; Michael McAleer

Year of publication:	2010
Authors:	Caporin, Massimiliano ; McAleer, Michael
Publisher:	Rotterdam : Econometric Institute
Subject:	ARCH-Modell \| ARCH model \| Modellierung \| Scientific modelling \| Varianzanalyse \| Analysis of variance \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis

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