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isPartOf:"Journal of applied econometrics"
subject:"Prognoseverfahren"
~isPartOf:"International review of economics & finance : IREF"
~person:"Asai, Manabu"
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Prognoseverfahren
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Asai, Manabu
Clark, Todd E.
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Journal of applied econometrics
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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