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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of economics and statistics"
~person:"Caporin, Massimiliano"
~subject:"Volatility"
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Caporin, Massimiliano
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
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