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| 書誌情報 | ファイル |
|---|---|
| Robust Ranking of Multivariate GARCH Models by Problem Dimension McAleer, Michael; Caporin, Massimiliano (2012-04) KIER Discussion Paper, 815 |  |
| Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models McAleer, Michael; Asai, Manabu; Caporin, Massimiliano (2012-04) KIER Discussion Paper, 812 | |
| Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models Caporin, Massimiliano; McAleer, Michael (2010-11) KIER Discussion Paper, 738 | |
| Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation Caporin, Massimiliano; McAleer, Michael (2011-06) KIER Discussion Paper, 778 | |
| Ten Things You Should Know About DCC Caporin, Massimiliano; McAleer, Michael (2013-03) KIER Discussion Paper, 854 | |
| Ten Things You Should Know About the Dynamic Conditional Correlation Representation Caporin, Massimiliano; McAleer, Michael (2013-06) KIER Discussion Paper, 870 | |
| Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH Caporin, Massimiliano; McAleer, Michael (2010-11) KIER Discussion Paper, 741 | |