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Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation

McAleer, Michael

University of Canterbury, Department of Economics and Finance 2011

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2
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Article
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Small-Sample Corrected Akaike Information Criterion: An appropriate statistical tool for ranking of adsorption isotherm models

Akpa, Onoja M ; Unuabonah, Emmanuel I

Desalination, 2011, Vol.272(1), pp.20-26 [Peer Reviewed Journal]

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Selecting climate change scenarios using impact‐relevant sensitivities

Vano, Julie A. ; Kim, John B. ; Rupp, David E. ; Mote, Philip W.

Geophysical Research Letters, 16 July 2015, Vol.42(13), pp.5516-5525 [Peer Reviewed Journal]

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Comparing functions of copulation calls in wild olive baboons, Papio anubis, using multimodel inference

Bouquet, Yaëlle ; Stephan, Claudia ; Johnson, Caley A ; Rothman, Jessica M ; Neumann, Christof ; Zuberbühler, Klaus

Animal Behaviour, January 2018, Vol.135, pp.187-197 [Peer Reviewed Journal]

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5
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Effects of Parceling on Model Selection: Parcel-Allocation Variability in Model Ranking

Sterba, Sonya K. ; Rights, Jason D.

Psychological Methods, 2017, Vol.22(1), pp.47-68 [Peer Reviewed Journal]

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6
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Reoptimized UNRES Potential for Protein Model Quality Assessment

Eshel Faraggi ; Pawel Krupa ; Magdalena A. Mozolewska ; Adam Liwo ; Andrzej Kloczkowski

Genes, 01 December 2018, Vol.9(12), p.601 [Peer Reviewed Journal]

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An iterative self‐refining and self‐evaluating approach for protein model quality estimation

Wang, Zheng ; Cheng, Jianlin

Protein Science, January 2012, Vol.21(1), pp.142-151 [Peer Reviewed Journal]

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The AUK: A simple alternative to the AUC

Kaymak, Uzay ; Ben-David, Arie ; Potharst, Rob

Engineering Applications of Artificial Intelligence, August 2012, Vol.25(5), pp.1082-1089 [Peer Reviewed Journal]

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9
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Robust ranking of multivariate GARCH models by problem dimension

Caporin, Massimiliano ; Mcaleer, Michael

Computational Statistics and Data Analysis, August 2014, Vol.76, pp.172-185 [Peer Reviewed Journal]

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Data mining-based methods for fault isolation with validated FMEA model ranking

Yang, Chunsheng ; Zou, Yanni ; Lai, Pinhua ; Jiang, Nan

Applied Intelligence, 2015, Vol.43(4), pp.913-923 [Peer Reviewed Journal]

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In search for an accurate model of the photosynthetic carbon metabolism

Arnold, Anne ; Nikoloski, Zoran

Mathematics and Computers in Simulation, February 2014, Vol.96, pp.171-194 [Peer Reviewed Journal]

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12
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Data mining-based methods for fault isolation with validated FMEA model ranking

Yang, Chunsheng ; Zou, Yanni ; Lai, Pinhua ; Jiang, Nan

Applied Intelligence, Dec 2015, Vol.43(4), pp.913-923 [Peer Reviewed Journal]

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13
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Visual attention accompanying food decision process: An alternative approach to choose the best models

Gere, Attila ; Danner, Lukas ; de Antoni, Nino ; Kovács, Sándor ; Dürrschmid, Klaus ; Sipos, László

Food Quality and Preference, July 2016, Vol.51, pp.1-7 [Peer Reviewed Journal]

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14
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Isotherm ranking and selection using thirteen literature datasets involving hydrophobic organic compounds

Matott, L. Shawn ; Jiang, Zhengzheng ; Rabideau, Alan J ; Allen-King, Richelle M

Journal of Contaminant Hydrology, June 2015, Vol.177-178, pp.93-106 [Peer Reviewed Journal]

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Oil production uncertainty assessment by predicting reservoir production curves and confidence intervals from arbitrary proxy responses

Bardy, Gaétan ; Biver, Pierre ; Caumon, Guillaume ; Renard, Philippe

Journal of Petroleum Science and Engineering, May 2019, Vol.176, pp.116-125 [Peer Reviewed Journal]

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Predictive optimality criterion for idealization of ion channel data and exact Akaike's criterion

Pastushenko, V. P. ; Schindler, H. ; Moghaddamjoo Reza, A.

European Biophysics Journal, 1997, Vol.26(5), pp.393-404 [Peer Reviewed Journal]

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17
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Ranking of geostatistical models and uncertainty quantification using Signal Detection Principle (SDP)

Ani, Maureen ; Oluyemi, Gbenga ; Petrovski, Andrei ; Rezaei-Gomari, Sina

Journal of Petroleum Science and Engineering, March 2019, Vol.174, pp.833-843 [Peer Reviewed Journal]

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18
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Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation

Caporin, Massimiliano

Kyoto University, Institute of Economic Research 2011

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19
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Robust Ranking of Multivariate GARCH Models by Problem Dimension

McAleer, Michael

Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 2012

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Robust Ranking of Multivariate GARCH Models by Problem Dimension

McAleer, Michael

University of Canterbury, Department of Economics and Finance 2012

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