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36. Ranking multivariate GARCH models by problem dimension. (2010). Caporin, Massimiliano ; McAleer, M. J..
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38. Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., .
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39. Ranking Multivariate GARCH Models by Problem Dimension. (2010). Caporin, Massimiliano.
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41. Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH. (2010). Caporin, Massimiliano.
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42. Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). Caporin, Massimiliano.
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43. Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin.
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44. Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies. (2009). Hammoudeh, Shawkat ; Yuan, Yuan.
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45. The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). .
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46. Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). Caporin, Massimiliano.
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47. Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies. (2009). Hammoudeh, Shawkat ; Yuan, Yuan.
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48. The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). .
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49. Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). Caporin, Massimiliano.
    In: CARF F-Series.
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50. The ten commandments for optimizing value-at-risk and daily capital charges. (2008). McAleer, M. J..
    In: Econometric Institute Research Papers.
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