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person:"Cheung, Yin-Wong"
subject:"Prognoseverfahren"
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~person:"Swanson, Norman R."
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Prognoseverfahren
Estimation
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Cheung, Yin-Wong
McAleer, Michael
Swanson, Norman R.
Gupta, Rangan
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International review of economics & finance : IREF
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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