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~isPartOf:"Journal of forecasting"
~person:"Asai, Manabu"
~person:"Koopman, Siem Jan"
~person:"McGee, Robert W."
~subject:"Volatilität"
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Asai, Manabu
Koopman, Siem Jan
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So, Mike Ka-pui
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Journal of forecasting
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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