Causality and forecasting in temporally aggregated multivariate GARCH processes
Christian M. Hafner
| 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: | ARCH-Modell | ARCH model | Aggregation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003841978