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~accessRights:"free"
~isPartOf:"BAFFI CAREFIN Centre Research Paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"IHS economics series : working paper"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"Stochastic process"
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Caporin, Massimiliano
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BAFFI CAREFIN Centre Research Paper
Discussion paper / Tinbergen Institute
IHS economics series : working paper
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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