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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Caporin, Massimiliano"
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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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