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type:"book"
~isPartOf:"Working paper"
~person:"Asai, Manabu"
~person:"Buch, Claudia M."
~person:"Cheung, Yin-Wong"
~subject:"Volatility"
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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
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Caporin, Massimiliano
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McAleer, Michael
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2012
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Persistent link: https://www.econbiz.de/10009562985
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