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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caporin, Massimiliano"
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Aktienindex
Volatility
Estimation
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Block structures
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Caporin, Massimiliano
Koopman, Siem Jan
14
McAleer, Michael
13
Bos, Charles S.
10
Dijk, Herman K. van
5
Mahieu, Ronald J.
5
Asai, Manabu
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Daníelsson, Jón
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Discussion paper / Tinbergen Institute
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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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2
Volatility threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
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