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Article
141
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Undetermined
139
English
2
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McAleer, Michael
73
Mcaleer, Michael
61
Oxley, Les
12
Chan, Felix
10
Asai, Manabu
9
Caporin, Massimiliano
9
Chang, Chia-Lin
8
Hoti, Suhejla
8
Medeiros, Marcelo C.
8
Lim, Christine
7
Slottje, Daniel
7
Ling, Shiqing
6
Hammoudeh, Shawkat
5
McKenzie, Colin
4
Sequeira, John M.
4
Chang, Chia-lin
3
Franses, Philip Hans
3
Hammoudeh, Shawkat M.
3
Maasoumi, Esfandiar
3
Yuan, Yuan
3
da Veiga, Bernardo
3
Allen, David
2
Allen, David E.
2
Bordignon, Silvano
2
Chang, Chia‐Lin
2
Chow, Ying-Foon
2
Gao, Jiti
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Kobayashi, Masahito
2
Lisi, Francesco
2
Manera, Matteo
2
Marinova, Dora
2
McKenzie, Colin R.
2
Min, Jennifer C.H.
2
Peiris, Shelton
2
Preś, Juliusz
2
Pérez-Amaral, Teodosio
2
Pérez‐Amaral, Teodosio
2
Ramos, Vicente
2
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Journal of economic surveys
31
Journal of econometrics
19
Econometric reviews
12
Tourism management : research, policies, practice
8
Applied economics
7
Energy economics
6
Applied financial economics
5
Econometric theory
5
International journal of forecasting
5
Journal of forecasting
5
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of macroeconomics
2
Managerial finance
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Bulletin of economic research
1
Economics letters
1
Economics of innovation and new technology
1
International economic review
1
Journal of the American Statistical Association : JASA
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Operations research, Management science : OR MS ; the international literature digest
1
Oxford bulletin of economics and statistics
1
The Korean economic review
1
The economic journal : the journal of the Royal Economic Society
1
The economic record : er
1
Tourism management perspectives : TMP
1
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OLC EcoSci
RePEc
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ECONIS (ZBW)
1,254
EconStor
194
BASE
9
Other ZBW resources
7
USB Cologne (EcoSocSci)
2
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1
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
Mcaleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537
Persistent link: https://www.econbiz.de/10008098623
Saved in:
2
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-752
Persistent link: https://www.econbiz.de/10010000502
Saved in:
3
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Statistica Neerlandica : journal of the Netherlands …
65
(
2011
)
2
,
pp. 125-164
Persistent link: https://www.econbiz.de/10008930829
Saved in:
4
Equity and CDS sector indices: Dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10010134054
Saved in:
5
Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models
Caporin, Massimiliano
;
Preś, Juliusz
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 339-352
Persistent link: https://www.econbiz.de/10010137227
Saved in:
6
Periodic Long-Memory GARCH Models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1
,
pp. 60-82
Persistent link: https://www.econbiz.de/10008160779
Saved in:
7
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1713
Persistent link: https://www.econbiz.de/10010002892
Saved in:
8
Periodic Long-Memory GARCH Models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2008
)
1
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009266582
Saved in:
9
Variance (Non) Causality in Multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10007609585
Saved in:
10
Dynamic Asymmetric Leverage in Stochastic Volatility Models
Asai, Manabu
;
Mcaleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317
Persistent link: https://www.econbiz.de/10006874792
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