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subject:"USA"
subject:"United Kingdom"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"ARCH model"
~subject:"Monte Carlo simulation"
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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