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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Andersen, Torben
Caporin, Massimiliano
Medeiros, Marcelo C.
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Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
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2
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
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