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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance research letters"
~person:"Caporin, Massimiliano"
~person:"Dijk, Herman K. van"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
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Caporin, Massimiliano
;
McAleer, Michael
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2012
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Persistent link: https://www.econbiz.de/10009619566
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Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
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contributor
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2007
Persistent link: https://www.econbiz.de/10003746745
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