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Estimation of temporally aggregated multivariate GARCH models

Christian M. Hafner and Jeroen V. K. Rombouts
Year of publication:
2003
Authors: Hafner, Christian M. ; Rombouts, Jeroen V. K.
Publisher: Louvain-la-Neuve : CORE
Subject: ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory
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