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subject:"Prognoseverfahren"
~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Petrella, Ivan"
~person:"Timmermann, Allan"
~type_genre:"Arbeitspapier"
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Caporin, Massimiliano
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McAleer, Michael
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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
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2012
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Persistent link: https://www.econbiz.de/10009619566
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