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subject:"Volatility"
~isPartOf:"IES working paper"
~isPartOf:"Staff working papers / Bank of England"
~isPartOf:"Working paper"
~person:"Asai, Manabu"
~type_genre:"Graue Literatur"
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Asai, Manabu
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Alternative asymmetric stochastic volatility models
Asai, Manabu
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McAleer, Michael
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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
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2012
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Rev.
Persistent link: https://www.econbiz.de/10009562985
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