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~institution:"OECD"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"OECD Science, technology and industry policy papers"
~isPartOf:"Working paper"
~language:"eng"
~language:"ita"
~language:"kat"
~language:"kir"
~language:"lit"
~language:"und"
~person:"Caporin, Massimiliano"
~subject:"Auslandsinvestition"
~subject:"Health care"
~subject:"Supply chain"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Case study"
~type_genre:"Fallstudie"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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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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