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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of banking & finance"
~person:"Caporin, Massimiliano"
~subject:"Monte Carlo simulation"
~subject:"Stochastischer Prozess"
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Caporin, Massimiliano
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Discussion paper / Tinbergen Institute
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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