Temporal aggregation of multivariate GARCH processes

Christian M. Hafner

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

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