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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Cointegration"
~subject:"Multivariate analysis"
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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2
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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