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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"Discussion paper / Tinbergen Institute"
~language:"eng"
~person:"Caporin, Massimiliano"
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Volatility
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Caporin, Massimiliano
Koopman, Siem Jan
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Asai, Manabu
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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