//--> //--> //--> //-->
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
~person:"Caporin, Massimiliano"
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
Empirical modeling and informa...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Modellierung
25
Scientific modelling
25
ARCH model
19
ARCH-Modell
19
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
14
Prognoseverfahren
14
Volatility
8
Volatilität
8
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Analysis of variance
5
Varianzanalyse
5
Multivariate Analyse
3
Multivariate analysis
3
Risikomaß
3
Risk measure
3
Estimation
2
Estimation theory
2
Robust statistics
2
Robustes Verfahren
2
Schätztheorie
2
Schätzung
2
Block structures
1
Business network
1
Capital income
1
Causality analysis
1
Conditional volatility models
1
GARCH models
1
Heavy-tailed distribution
1
Kapitaleinkommen
1
Kausalanalyse
1
Leverage effects
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metal market
1
Metallmarkt
1
more ...
less ...
Online availability
All
Free
18
Undetermined
2
Type of publication
All
Book / Working Paper
22
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
25
Author
All
Caporin, Massimiliano
Lergetporer, Philipp
92
Werner, Katharina
63
McAleer, Michael
61
Roth, Christopher
55
Woessmann, Ludger
55
Ravazzolo, Francesco
49
Hendry, David F.
39
Bergemann, Dirk
37
Wohlfart, Johannes
35
Casarin, Roberto
33
Morris, Stephen
33
Billio, Monica
29
Schwerdt, Guido
28
Dijk, Herman K. van
26
Koop, Gary
26
Canova, Fabio
25
Franses, Philip Hans
25
Hansen, Lars Peter
24
Swanson, Norman R.
24
Zhang, Xinyu
24
Johansen, Søren
23
Haaland, Ingar
22
Phillips, Peter C. B.
22
Schorfheide, Frank
22
Claeskens, Gerda
21
Dionne, G.
21
Hermes, Henning
21
Huck, Steffen
21
Pies, Ingo
21
Strachan, Rodney W.
21
Wiederhold, Simon
21
Bonanno, Giacomo
20
Medeiros, Marcelo C.
20
Peter, Frauke
20
Sargent, Thomas J.
20
Gorodnichenko, Yuriy
19
Heckman, James J.
19
Acemoglu, Daron
18
Andrews, Donald W. K.
18
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
8
Econometric Institute research papers
7
Applied economics
1
International review of economics & finance : IREF
1
Journal of economic surveys
1
SAFE Working Paper
1
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
2
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
7
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
8
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
Saved in:
9
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987667
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->