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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Fernandez, Pablo"
~person:"McAleer, Michael"
~person:"Nell, Martin"
~subject:"Kapitaleinkommen"
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
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Caporin, Massimiliano
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McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10009767006
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Realized volatility risk
Allen, David E.
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McAleer, Michael
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Scharth, Marcel
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2013
Persistent link: https://www.econbiz.de/10009784942
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