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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Investment-based asset pricing"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Caporin, Massimiliano
McAleer, Michael
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Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008688575
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Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008695598
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