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subject:"Time series analysis"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Time series analysis
ARCH model
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Caporin, Massimiliano
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McAleer, Michael
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University of Canterbury / Dept. of Economics and Finance
Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
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Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
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