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subject:"USA"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper"
~person:"Asai, Manabu"
~subject:"Euro area"
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Asai, Manabu
Gibson, Heather D.
8
Tavlas, George S.
8
McAleer, Michael
7
Mignon, Valérie
7
Neely, Christopher J.
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Hall, Stephen G.
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Mas, Alexandre
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Mody, Ashoka
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ECONIS (ZBW)
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Alternative asymmetric stochastic volatility models
Asai, Manabu
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McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008760507
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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/10009562985
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