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~isPartOf:"Global business & economics review"
~isPartOf:"Working paper"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Stochastic process
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Asai, Manabu
McAleer, Michael
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Guo, Hui
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Guidolin, Massimo
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Chang, Chia-Lin
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Anderson, Warwick
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Roengchai Tansuchat
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Hammoudeh, Shawkat
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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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