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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
22
SymScal : symbolic multidimensional scaling of interval dissimilarities
Groenen, Patrick J. F.
;
Winsberg, S.
;
Rodríguez, Oldemar
; …
-
2005
Persistent link: https://www.econbiz.de/10002762363
Saved in:
23
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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24
Autocontour-based evaluation of multivariate predictive densities
González-Rivera, Gloria
;
Yoldas, Emre
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 328-342
Persistent link: https://www.econbiz.de/10009581928
Saved in:
25
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
26
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
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27
Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models
Jursa, René
;
Rohrig, Kurt
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 694-709
Persistent link: https://www.econbiz.de/10003808374
Saved in:
28
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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29
Evaluating multivariate forecast densities : a comparison of two approaches
Clements, Michael P.
;
Smith, Jeremy
- In:
International journal of forecasting
18
(
2002
)
3
,
pp. 397-407
Persistent link: https://www.econbiz.de/10001690075
Saved in:
30
Multiplicative decomposition and index number theory : an empirical application of the Sato-Vartia decomposition
Boer, Paul M. C. de
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484092
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