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~isPartOf:"Econometric Institute research papers"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
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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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Persistent link: https://www.econbiz.de/10009619566
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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/10008664052
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