Temporal aggregation of multivariate GARCH processes
| Year of publication: |
2008
|
|---|---|
| Authors: | Hafner, Christian M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 142.2008, 1, p. 467-483
|
| Publisher: |
Elsevier |