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subject:"United Kingdom"
~isPartOf:"Working paper"
~person:"Asai, Manabu"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"United States"
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Estimation
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Asai, Manabu
McAleer, Michael
14
Kapetanios, George
7
Neely, Christopher J.
7
Chang, Chia-Lin
5
Karanassou, Marika
5
McCracken, Michael W.
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Sala, Hector
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Gylfi Zoega
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ECONIS (ZBW)
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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
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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/10009562985
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