"Robust ranking of multivariate GARCH models by problem dimension."

Massimiliano Caporin, Michael McAleer (2014)

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DOI: 10.1016/J.CSDA.2012.05.012

access: closed

type: Journal Article

metadata version: 2020-02-18

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Massimiliano Caporin, Michael McAleer:
Robust ranking of multivariate GARCH models by problem dimension. Comput. Stat. Data Anal. 76: 172-185 (2014)

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