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~isPartOf:"Working paper"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Börsenkurs"
~subject:"Schätzung"
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Stochastic process
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Asai, Manabu
McAleer, Michael
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Chang, Chia-Lin
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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
Saved in:
2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
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