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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"The econometrics journal"
~person:"Hafner, Christian M."
~subject:"Momentenmethode"
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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
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,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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