E-Prints Complutense

C

Caporin, Massimiliano and McAleer, Michael (2009) A Scientific Classification of Volatility Models. [Working Paper or Technical Report] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2009) Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Slottje, Dan (2009) Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. [Working Paper or Technical Report] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca, Sonia (2004) Modelling and forecasting time series sampled at different frequencies. (Submitted)

G

Gómez Gómez, Francisco and García y Gans, Antonio (2007) Presente y futuro de la investigación, la innovación y el desarrollo de la intervención social con familias (Complemento práctico al capítulo 16 del libro: Intervención social con familias). Mc-Graw Hill, Madrid.

M

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2009) A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. [Working Paper or Technical Report] (Unpublished)