//--> //--> //-->
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
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Caporin, Massimiliano"
~type_genre:"Arbeitspapier"
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
Search: Business Economics
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Modellierung
2
Scientific modelling
2
Time series analysis
2
Varianzanalyse
2
Zeitreihenanalyse
2
2000-2010
1
Capital income
1
Estimation
1
Kapitaleinkommen
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
Author
All
Caporin, Massimiliano
McAleer, Michael
23
Chang, Chia-Lin
10
Oxley, Les
6
Hogan, Seamus D.
4
Chen, Chi-chung
3
Hammoudeh, Shawkat
3
Meriluoto, Laura
3
Reed, W. Robert
3
Servátka, Maros̆
3
Evans, Lewis T.
2
Jackson, Peter R.
2
Khamkaew, Thanchanok
2
Lan Fen Chu
2
Meguire, Philip
2
Morita, Hodaka
2
Roengchai Tansuchat
2
Tucker, Steven James
2
Anderson, Warwick
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Boyle, Glenn W.
1
Brower, Ann
1
Castle, Jennifer
1
Chang, Chia-lin
1
Chen, Ping-yu
1
Chen, Sung-po
1
Da Veiga, Bernardo
1
Deck, Cary A.
1
Ding, Shijun
1
Etebari, Ahmad
1
Franses, Philip Hans
1
Greasley, David
1
Guthrie, Graeme A.
1
Hickson, Stephen
1
Hoti, Suhejla
1
Ishida, Isao
1
Kidd, Hamish
1
Kuo, Hsiao-i
1
Lim, Christine
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
Published in...
All
Working paper
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
3
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->