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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Kok Haur Ng"
~subject:"Capital income"
~subject:"Prognoseverfahren"
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Capital income
Prognoseverfahren
Forecasting model
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Risikomaß
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Caporin, Massimiliano
Kok Haur Ng
McAleer, Michael
12
Pérez Amaral, Teodosio
4
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3
Allen, David E.
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Asai, Manabu
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International review of economics & finance : IREF
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1
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
2
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
4
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
Saved in:
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