Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "11354"
  #_source: array:26 [
    "id" => "11354"
    "slug" => "on-the-forecasting-accuracy-of-multivariate-garch-models"
    "yearMonth" => "2012-10"
    "year" => "2012"
    "title" => "On the forecasting accuracy of multivariate GARCH models"
    "description" => "LAURENT, S., ROMBOUTS, J. et VIOLANTE, F. (2012). On the forecasting accuracy of multivariate GARCH models. <i>Journal of Applied Econometrics</i>, 27(6), pp. 934-955."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "ROMBOUTS Jeroen"
        "bid" => "B00469813"
        "slug" => "rombouts-jeroen"
      ]
      1 => array:1 [
        "name" => "LAURENT Sebastien"
      ]
      2 => array:1 [
        "name" => "VIOLANTE Francesco"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2022-11-28 10:54:00"
    "publicationUrl" => "https://doi.org/10.1002/jae.1248"
    "publicationInfo" => array:3 [
      "pages" => "934-955"
      "volume" => "27"
      "number" => "6"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "This paper addresses the question of the selection of multivariate generalized autoregressive conditional heteroskedastic (GARCH) models in terms of variance matrix forecasting accuracy, with a particular focus on relatively large‐scale problems."
      "en" => "This paper addresses the question of the selection of multivariate generalized autoregressive conditional heteroskedastic (GARCH) models in terms of variance matrix forecasting accuracy, with a particular focus on relatively large‐scale problems."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-21T16:21:43.000Z"
    "docTitle" => "On the forecasting accuracy of multivariate GARCH models"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/rombouts-jeroen">ROMBOUTS Jeroen</a>, LAURENT Sebastien, VIOLANTE Francesco"
    "docDescription" => "<span class="document-property-authors">ROMBOUTS Jeroen, LAURENT Sebastien, VIOLANTE Francesco</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2012</span>"
    "keywordList" => ""
    "docPreview" => "<b>On the forecasting accuracy of multivariate GARCH models</b><br><span>2012-10 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://doi.org/10.1002/jae.1248" target="_blank">On the forecasting accuracy of multivariate GARCH models</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.418919
  +"parent": null
}