Estimation of temporally aggregated multivariate GARCH models

Christian M. Hafner ...

Year of publication:	2004 ; [Elektronische Ressource]
Other Persons:	Hafner, Christian M. (contributor) ; Rombouts, Jeroen V. K. (contributor)
Institutions:	Econometrisch Instituut <Rotterdam> (contributor)
Publisher:	Rotterdam : Econometric Institute
Subject:	ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Aggregation

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