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~isPartOf:"International review of economics & finance : IREF"
~person:"Caporin, Massimiliano"
~subject:"Capital income"
~subject:"Prognoseverfahren"
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Caporin, Massimiliano
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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
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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