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person:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~person:"Carriero, Andrea"
~person:"Chan, Joshua"
~person:"Kaeck, Andreas"
~subject:"Scientific modelling"
~subject:"Stochastischer Prozess"
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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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