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~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Malik, Farooq"
~subject:"USA"
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Caporin, Massimiliano
Malik, Farooq
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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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Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689064
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