Narrow search
Showing 1 - 10 of 16
Cover Image
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
Cover Image
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541169
Cover Image
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541171
Cover Image
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2016
Persistent link: https://www.econbiz.de/10011823323
Cover Image
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael; … - 2018
Persistent link: https://www.econbiz.de/10011920705
Cover Image
Semiparametric multivariate volatility models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Cover Image
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Cover Image
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Cover Image
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619553
Cover Image
Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - In: International journal of forecasting 27 (2011) 2, pp. 347-364
Persistent link: https://www.econbiz.de/10009247498