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isPartOf:"The econometrics journal"
~person:"Hafner, Christian M."
~person:"Karanasos, Menelaos"
~person:"Pedersen, Rasmus Søndergaard"
~subject:"Multivariate analysis"
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Hafner, Christian M.
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Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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