Mixed-frequency multivariate GARCH

Geert Dhaene and Jianbin Wu (Econometrics)

Year of publication:	[2016]
Authors:	Dhaene, Geert ; Wu, Jianbin
Publisher:	Leuven : KU Leuven, Center for Economic Studies, Faculty of Economics and Business
Subject:	multivariate GARCH \| mixed-frequency sampling \| overnight returns \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Multivariate Analyse \| Multivariate analysis \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Schätzung \| Estimation \| Stichprobenerhebung \| Sampling

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