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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Andersen, Torben"
~person:"Bekaert, Geert"
~person:"Caporin, Massimiliano"
~person:"Christoffersen, Peter F."
~person:"Davis, Steven J."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Andersen, Torben
Bekaert, Geert
Caporin, Massimiliano
Christoffersen, Peter F.
Davis, Steven J.
Diebold, Francis X.
Medeiros, Marcelo C.
McAleer, Michael
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Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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