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institution:"School of Economics and Management, University of Aarhus"
~institution:"Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Risikomaß"
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Search: subject_exact:"Volatility"
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2012
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Rev.
Persistent link: https://www.econbiz.de/10009562985
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Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689064
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