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~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Chen, Cathy W. S."
~person:"Härdle, Wolfgang"
~subject:"Capital income"
~subject:"Prognoseverfahren"
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Caporin, Massimiliano
Chen, Cathy W. S.
Härdle, Wolfgang
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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/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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