Author:
Caporin Massimiliano,McAleer Michael
Funder
Australian Research Council
National Science Council, Taiwan, and the Japanese Society for the Promotion of Science.
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference59 articles.
1. Aielli, G.P., 2011. Dynamic conditional correlation MGARCH models: on properties and estimation. Available at SSRN: http://ssrn.com/abstract=1507743.
2. Orthogonal GARCH;Alexander,2001
3. Market Models: A Guide to Financial Data Analysis;Alexander,2001
4. Amendola, A., Storti, G., 2009. Combination of multivariate volatility forecasts. Discussion Paper 2009-007. SFB 649 Economic Risk.
5. Comparing density forecasts via weighted likelihood ratio tests;Amisano;Journal of Business and Economic Statistics,2007
Cited by
32 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献