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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Härdle, Wolfgang"
~person:"Mumtaz, Haroon"
~person:"Pierdzioch, Christian"
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Schock
Volatilität
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Caporin, Massimiliano
Härdle, Wolfgang
Mumtaz, Haroon
Pierdzioch, Christian
McAleer, Michael
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Chang, Chia-Lin
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Asai, Manabu
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Medeiros, Marcelo C.
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Tansuchat, Roengchai
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
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