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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Asai, Manabu"
~person:"Chevallier, Julien"
~person:"McGee, Robert W."
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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.
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