Search results for "MGARCH" | NDL Search

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Hammoudeh, Shawkat M., Yuan, Yuan, McAleer, MichaelInstitute of Economic Research, Kyoto University2010-12KIER Discussion Paper751

Available onlineOther Libraries in Japan

Digital文書・図像類

Chang, Chia-Lin, Hsu, Hui-Kuang, McAleer, MichaelInstitute of Economic Research, Kyoto University2012-12KIER Discussion Paper839

Available onlineOther Libraries in Japan

Subject HeadingTourism Size effects Small-firm effects Financial performance Spillover effects MGARCH VARMA BEKK

Digital文書・図像類

Caporin, Massimiliano, McAleer, MichaelInstitute of Economic Research, Kyoto University2011-06KIER Discussion Paper778

Available onlineOther Libraries in Japan

Summary, etc....variate GARCH (MGARCH) models have a......gun to examine MGARCH specifications in terms of th...
Subject HeadingCovariance forecasting model confidence set model ranking MGARCH model comparison

Digital文書・図像類

McAleer, Michael, Caporin, MassimilianoInstitute of Economic Research, Kyoto University2012-04KIER Discussion Paper815

Available onlineOther Libraries in Japan

Summary, etc....variate GARCH (MGARCH) models have a......gun to examine MGARCH specifications......of alternative MGARCH models, namely BEKK, DCC, Cor...
Subject HeadingCovariance forecasting model confidence set robust model ranking MGARCH robust model comparison

Paper文書・図像類

Hammoudeh, Shawkat M., Yuan, Yuan, McAleer, Michael日本経済国際共同センター2010-05Discussion paper series. CIRJE-FCIRJE-F-741

Other Libraries in Japan

Paper文書・図像類

Caporin, Massimiliano, McAleer, Michael日本経済国際共同センター2010-05Discussion paper series. CIRJE-FCIRJE-F-742

Other Libraries in Japan

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