Causality and forecasting in temporally aggregated multivariate GARCH processes
Year of publication: |
2009
|
---|---|
Authors: | Hafner, Christian M. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, 1, p. 127-146
|
Subject: | Prognoseverfahren | Forecasting model | Aggregation | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kausalanalyse | Causality analysis | Multivariate Analyse | Multivariate analysis |
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