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Number of items: 10.

Caporin, Massimiliano and McAleer, Michael (2009) A Scientific Classification of Volatility Models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0905, 2009, ] (Unpublished)

Caporin, Massimiliano and Jiménez Martín, Juan Ángel and González Serrano, Lydia (2013) Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 36, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2009) Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0904, 2009, ] (Unpublished)

Asai, Manabu and Caporin, Massimiliano and McAleer, Michael (2012) Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 3, 2012, ] (Submitted)

Caporin, Massimiliano and McAleer, Michael (2011) Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico.; nº 20, 2011, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2012) Robust Ranking of Multivariate GARCH Models by Problem Dimension. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2012, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2013) Ten Things You Should Know About DCC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2013) Ten Things You Should Know About the Dynamic Conditional Correlation Representation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2013) Ten Things You Should Know About the Dynamic Conditional Correlation Representation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 21, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2009) Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2009, ] (Unpublished)

This list was generated on Thu Dec 18 03:30:27 2014 CET.