Temporal aggregation of univariate and multivariate time series models : a survey
Andrea Silvestrini; David Veredas
| Year of publication: |
2008
|
|---|---|
| Authors: | Silvestrini, Andrea ; Veredas, David |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 22.2008, 3, p. 458-497
|
| Subject: | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Aggregation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003726259