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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"R / Rand Corporation"
~isPartOf:"Working paper"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Prognoseverfahren"
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
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Rev.
Persistent link: https://www.econbiz.de/10009562985
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